+143.0%
AXON vs FIVE
+50.0%
+92.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +5.1% | -9.3% | -4.6% |
| 7D | -14.2% | +4.3% | -18.4% | -14.5% |
| 30D | -15.4% | +12.5% | -27.9% | -16.3% |
| 3M | +0.5% | +31.2% | -30.8% | -2.0% |
| 6M | -9.5% | +14.4% | -23.9% | -10.9% |
| YTD | -9.2% | +33.9% | -43.1% | -12.0% |
| 1Y | -29.4% | +65.1% | -94.4% | -33.1% |
| All | +143.0% | +50.0% | +92.9% | +114.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling