+198.7%
AXON vs FGI
-70.3%
+269.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | 0.0% | -9.8% | -9.8% |
| 7D | -12.7% | -11.6% | -1.1% | -12.5% |
| 30D | -8.6% | -3.3% | -5.3% | -8.6% |
| 3M | -37.2% | +65.6% | -102.8% | -38.8% |
| 6M | +0.5% | -2.8% | +3.3% | -1.1% |
| YTD | -32.6% | +30.1% | -62.8% | -34.9% |
| 1Y | -40.2% | +50.2% | -90.3% | -42.6% |
| 3Y | +76.1% | -0.4% | +76.5% | +67.7% |
| All | +198.7% | -70.3% | +269.0% | +199.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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