+1,046.6%
AXON vs FDX
+155.8%
+890.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.2% |
| 7D | +0.8% | +5.2% | -4.4% | -1.1% |
| 30D | -22.8% | +11.3% | -34.0% | -25.4% |
| 3M | -48.8% | -4.1% | -44.7% | -47.9% |
| 6M | -16.3% | +9.6% | -25.9% | -19.5% |
| YTD | -44.5% | +40.9% | -85.4% | -51.9% |
| 1Y | -43.4% | +53.0% | -96.4% | -52.5% |
| 3Y | +44.3% | +74.1% | -29.8% | +9.4% |
| 5Y | +85.1% | +75.1% | +10.0% | +35.6% |
| All | +1,046.6% | +155.8% | +890.8% | +498.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling