+1,874.2%
AXON vs FFIV
+216.0%
+1,658.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.7% | -4.0% |
| 7D | -14.2% | -1.0% | -13.2% | -13.7% |
| 30D | -15.4% | -5.1% | -10.3% | -13.5% |
| 3M | +0.5% | -4.5% | +4.9% | +2.3% |
| 6M | -9.5% | +36.5% | -46.0% | -23.9% |
| YTD | -9.2% | +53.0% | -62.2% | -28.6% |
| 1Y | -29.4% | +24.2% | -53.6% | -38.8% |
| 3Y | +139.4% | +137.2% | +2.2% | +41.4% |
| 5Y | +178.9% | +91.8% | +87.1% | +81.8% |
| All | +1,874.2% | +216.0% | +1,658.2% | +883.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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