+1,180.9%
AXON vs FFIV
+132.4%
+1,048.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.4% | -4.2% |
| 7D | -28.7% | -2.1% | -26.6% | -27.9% |
| 30D | -28.3% | -33.8% | +5.5% | -13.9% |
| 3M | -46.9% | -20.6% | -26.3% | -42.4% |
| 6M | -24.9% | -10.2% | -14.6% | -23.9% |
| YTD | -46.6% | +24.5% | -71.1% | -55.2% |
| 1Y | -49.7% | +29.3% | -79.0% | -58.7% |
| 3Y | +40.6% | +103.8% | -63.2% | -14.6% |
| 5Y | +71.9% | +40.9% | +31.0% | +27.2% |
| 10Y | +1,180.9% | +126.6% | +1,054.3% | +601.1% |
| All | +1,180.9% | +132.4% | +1,048.5% | +601.1% |
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