+83.4%
AXON vs FIVE
+17.0%
+66.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.3% |
| 7D | -19.7% | +2.4% | -22.2% | -20.2% |
| 30D | -25.7% | +15.8% | -41.5% | -28.0% |
| 3M | -48.8% | +3.8% | -52.6% | -49.3% |
| 6M | -22.0% | +18.5% | -40.5% | -25.6% |
| YTD | -45.9% | +31.2% | -77.1% | -49.9% |
| 1Y | -46.1% | +61.8% | -107.9% | -52.4% |
| 3Y | +40.9% | +39.9% | +1.0% | +27.5% |
| All | +83.4% | +17.0% | +66.5% | +67.7% |
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