+112,002.2%
AXON vs FFIV
+4,783.9%
+107,218.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.7% | -4.1% |
| 7D | -14.2% | -1.0% | -13.2% | -14.0% |
| 30D | -15.4% | -5.1% | -10.3% | -14.5% |
| 3M | +0.5% | -4.5% | +4.9% | +1.5% |
| 6M | -9.5% | +36.5% | -46.0% | -16.5% |
| YTD | -9.2% | +53.0% | -62.2% | -18.8% |
| 1Y | -29.4% | +24.2% | -53.6% | -33.9% |
| 3Y | +139.4% | +137.2% | +2.2% | +90.3% |
| 5Y | +178.9% | +91.8% | +87.1% | +132.5% |
| 10Y | +1,840.8% | +215.2% | +1,625.6% | +1,342.7% |
| All | +112,002.2% | +4,783.9% | +107,218.2% | +47,238.5% |
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