+112,002.2%
AXON vs FHN
+52.2%
+111,950.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.1% |
| 7D | -14.2% | +1.2% | -15.3% | -14.5% |
| 30D | -15.4% | -4.7% | -10.7% | -13.9% |
| 3M | +0.5% | +3.5% | -3.1% | -0.7% |
| 6M | -9.5% | +7.8% | -17.3% | -12.0% |
| YTD | -9.2% | +5.9% | -15.1% | -11.3% |
| 1Y | -29.4% | +12.5% | -41.9% | -32.6% |
| 3Y | +139.4% | +117.2% | +22.2% | +77.1% |
| 5Y | +178.9% | +86.5% | +92.4% | +100.3% |
| 10Y | +1,840.8% | +125.7% | +1,715.1% | +1,053.6% |
| All | +112,002.2% | +52.2% | +111,950.0% | +67,680.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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