+77.2%
AXON vs FDX
+72.6%
+4.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.7% | -15.4% | -17.5% |
| 7D | -26.8% | -1.6% | -25.2% | -26.3% |
| 30D | -22.9% | +6.6% | -29.5% | -23.9% |
| 3M | -40.1% | -2.1% | -38.0% | -39.6% |
| 6M | -18.9% | +2.2% | -21.0% | -19.6% |
| YTD | -44.9% | +33.9% | -78.8% | -49.6% |
| 1Y | -46.7% | +50.2% | -96.9% | -52.8% |
| 3Y | +44.3% | +65.5% | -21.2% | +18.7% |
| All | +77.2% | +72.6% | +4.6% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling