+44.3%
AXON vs FFIV
+102.2%
-57.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.3% | -17.9% | -18.1% |
| 7D | -26.8% | -8.1% | -18.7% | -25.0% |
| 30D | -22.9% | -33.4% | +10.5% | -14.3% |
| 3M | -40.1% | -24.7% | -15.3% | -36.3% |
| 6M | -18.9% | -8.8% | -10.0% | -19.2% |
| YTD | -44.9% | +21.8% | -66.7% | -50.6% |
| 1Y | -46.7% | +25.3% | -72.0% | -52.8% |
| 3Y | +44.3% | +101.2% | -56.8% | +12.8% |
| All | +44.3% | +102.2% | -57.9% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling