+1,060.5%
AXON vs FIVE
+535.9%
+524.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.3% | +4.5% |
| 7D | -25.6% | -0.5% | -25.1% | -25.5% |
| 30D | -23.9% | +17.4% | -41.3% | -26.9% |
| 3M | -50.4% | +7.0% | -57.5% | -51.4% |
| 6M | -20.0% | +20.5% | -40.5% | -24.7% |
| YTD | -44.5% | +33.1% | -77.6% | -49.4% |
| 1Y | -44.9% | +67.1% | -112.0% | -52.8% |
| 3Y | +44.7% | +41.9% | +2.8% | +21.6% |
| 5Y | +86.7% | +21.1% | +65.6% | +58.7% |
| 10Y | +1,060.5% | +518.8% | +541.7% | +538.3% |
| All | +1,060.5% | +535.9% | +524.6% | +538.3% |
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