+1,028.0%
AXON vs FIVE
+562.8%
+465.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -27.4% | +7.3% | -34.7% | -28.7% |
| 30D | -28.5% | +18.1% | -46.5% | -31.4% |
| 3M | -49.3% | +7.7% | -57.0% | -50.3% |
| 6M | -25.0% | +13.6% | -38.6% | -28.4% |
| YTD | -46.7% | +34.6% | -81.3% | -51.6% |
| 1Y | -48.3% | +66.2% | -114.5% | -55.6% |
| 3Y | +38.8% | +43.5% | -4.7% | +16.4% |
| 5Y | +77.7% | +20.7% | +57.0% | +51.3% |
| 10Y | +1,028.0% | +541.5% | +486.6% | +513.4% |
| All | +1,028.0% | +562.8% | +465.3% | +513.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling