+83,065.2%
AXON vs FFIV
+3,799.2%
+79,266.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -5.5% | -4.4% | -8.5% |
| 7D | -12.7% | -14.2% | +1.6% | -9.3% |
| 30D | -8.6% | -33.6% | +25.0% | +0.4% |
| 3M | -37.2% | -24.2% | -13.0% | -33.6% |
| 6M | +0.5% | -8.3% | +8.8% | +1.4% |
| YTD | -32.6% | +22.1% | -54.8% | -37.0% |
| 1Y | -40.2% | +26.5% | -66.7% | -44.6% |
| 3Y | +76.1% | +102.3% | -26.2% | +44.1% |
| 5Y | +109.5% | +40.6% | +68.8% | +86.5% |
| 10Y | +1,640.5% | +129.7% | +1,510.8% | +1,280.2% |
| All | +83,065.2% | +3,799.2% | +79,266.0% | +36,633.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling