+1,617.1%
AXON vs FN
+663.9%
+953.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -14.2% | +4.4% | -6.5% |
| 7D | -12.7% | -16.0% | +3.3% | -9.5% |
| 30D | -8.6% | -40.1% | +31.5% | +1.9% |
| 3M | -37.2% | -43.9% | +6.7% | -30.2% |
| 6M | +0.5% | -55.6% | +56.1% | +15.2% |
| YTD | -32.6% | -35.7% | +3.0% | -32.9% |
| 1Y | -40.2% | -39.8% | -0.4% | -39.6% |
| 3Y | +76.1% | +80.3% | -4.2% | +16.1% |
| 5Y | +109.5% | +143.3% | -33.8% | +19.1% |
| All | +1,617.1% | +663.9% | +953.1% | +627.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling