+77.7%
AXON vs FFIV
+41.1%
+36.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -27.4% | -4.2% | -23.2% | -26.0% |
| 30D | -28.5% | -33.9% | +5.4% | -16.5% |
| 3M | -49.3% | -22.6% | -26.7% | -45.2% |
| 6M | -25.0% | -10.4% | -14.7% | -24.5% |
| YTD | -46.7% | +24.3% | -71.0% | -54.6% |
| 1Y | -48.3% | +31.8% | -80.0% | -57.2% |
| 3Y | +38.8% | +99.5% | -60.7% | -12.4% |
| 5Y | +77.7% | +40.7% | +37.0% | +33.4% |
| All | +77.7% | +41.1% | +36.6% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling