+44.3%
AXON vs FDX
+73.6%
-29.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +4.1% |
| 7D | -25.6% | -2.1% | -23.6% | -25.4% |
| 30D | -23.9% | +10.4% | -34.3% | -24.7% |
| 3M | -50.4% | +0.5% | -50.9% | -50.4% |
| 6M | -20.0% | +6.5% | -26.5% | -20.8% |
| YTD | -44.5% | +40.2% | -84.7% | -47.7% |
| 1Y | -44.9% | +52.1% | -97.0% | -48.8% |
| All | +44.3% | +73.6% | -29.4% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling