+182.3%
AXON vs FIVE
+31.2%
+151.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +5.1% | -9.3% | -5.2% |
| 7D | -14.2% | +4.3% | -18.4% | -15.0% |
| 30D | -15.4% | +12.5% | -27.9% | -17.7% |
| 3M | +0.5% | +31.2% | -30.8% | -5.8% |
| 6M | -9.5% | +14.4% | -23.9% | -13.2% |
| YTD | -9.2% | +33.9% | -43.1% | -16.1% |
| 1Y | -29.4% | +65.1% | -94.4% | -38.1% |
| 3Y | +139.4% | +49.0% | +90.4% | +110.8% |
| All | +182.3% | +31.2% | +151.1% | +145.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling