+1,874.2%
AXON vs FDX
+185.1%
+1,689.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.0% |
| 7D | -14.2% | -2.5% | -11.6% | -13.3% |
| 30D | -15.4% | +3.8% | -19.2% | -16.6% |
| 3M | +0.5% | -1.3% | +1.8% | +0.3% |
| 6M | -9.5% | +5.0% | -14.5% | -12.2% |
| YTD | -9.2% | +39.6% | -48.8% | -21.3% |
| 1Y | -29.4% | +81.1% | -110.5% | -44.7% |
| 3Y | +139.4% | +63.0% | +76.4% | +85.6% |
| 5Y | +178.9% | +65.6% | +113.3% | +107.7% |
| All | +1,874.2% | +185.1% | +1,689.1% | +802.4% |
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