+143.0%
AXON vs FLR
+58.4%
+84.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.8% | -3.7% |
| 7D | -14.2% | +5.4% | -19.6% | -15.1% |
| 30D | -15.4% | +11.4% | -26.8% | -17.3% |
| 3M | +0.5% | +11.4% | -10.9% | -2.4% |
| 6M | -9.5% | +16.6% | -26.1% | -13.5% |
| YTD | -9.2% | +41.7% | -50.9% | -16.6% |
| 1Y | -29.4% | +35.4% | -64.8% | -34.9% |
| All | +143.0% | +58.4% | +84.5% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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