-20.0%
AXON vs FFIV
-9.5%
-10.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.1% |
| 7D | -25.6% | -2.9% | -22.7% | -25.1% |
| 30D | -23.9% | -32.4% | +8.5% | -19.3% |
| 3M | -50.4% | -22.7% | -27.7% | -48.8% |
| 6M | -20.0% | -10.7% | -9.3% | -23.9% |
| All | -20.0% | -9.5% | -10.5% | -23.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling