+44.3%
AXON vs FLUT
-52.0%
+96.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.5% | -16.7% | -17.6% |
| 7D | -26.8% | -1.1% | -25.8% | -26.6% |
| 30D | -22.9% | +7.7% | -30.6% | -25.2% |
| 3M | -40.1% | -12.2% | -27.9% | -37.7% |
| 6M | -18.9% | -17.6% | -1.3% | -14.7% |
| YTD | -44.9% | -62.0% | +17.1% | -25.1% |
| 1Y | -46.7% | -62.3% | +15.6% | -27.9% |
| 3Y | +44.3% | -52.0% | +96.3% | +89.4% |
| All | +44.3% | -52.0% | +96.3% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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