+76.4%
AXON vs FIVE
+35.4%
+41.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -4.3% | -5.5% | -9.4% |
| 7D | -12.7% | -1.7% | -10.9% | -12.5% |
| 30D | -8.6% | +14.9% | -23.5% | -9.6% |
| 3M | -37.2% | +7.6% | -44.9% | -37.6% |
| 6M | +0.5% | +6.4% | -5.9% | -0.2% |
| YTD | -32.6% | +28.1% | -60.7% | -34.3% |
| 1Y | -40.2% | +54.7% | -94.9% | -42.6% |
| All | +76.4% | +35.4% | +41.0% | +63.4% |
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 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