+44.3%
AXON vs FFIV
+95.4%
-51.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.4% | +3.5% |
| 7D | +0.8% | -0.5% | +1.3% | +0.9% |
| 30D | -22.8% | -32.4% | +9.6% | -14.5% |
| 3M | -48.8% | -25.7% | -23.1% | -45.2% |
| 6M | -16.3% | -13.5% | -2.8% | -15.1% |
| YTD | -44.5% | +21.1% | -65.6% | -50.2% |
| 1Y | -43.4% | +29.4% | -72.8% | -50.5% |
| 3Y | +44.3% | +94.9% | -50.6% | +12.6% |
| All | +44.3% | +95.4% | -51.1% | +12.6% |
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