+109.5%
AXON vs FIVE
+15.3%
+94.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -4.3% | -5.5% | -8.9% |
| 7D | -12.7% | -1.7% | -10.9% | -12.3% |
| 30D | -8.6% | +14.9% | -23.5% | -11.2% |
| 3M | -37.2% | +7.6% | -44.9% | -38.3% |
| 6M | +0.5% | +6.4% | -5.9% | -1.9% |
| YTD | -32.6% | +28.1% | -60.7% | -37.2% |
| 1Y | -40.2% | +54.7% | -94.9% | -46.6% |
| 3Y | +76.1% | +36.1% | +40.0% | +60.4% |
| 5Y | +109.5% | +14.9% | +94.6% | +91.6% |
| All | +109.5% | +15.3% | +94.2% | +91.6% |
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