+1,852.6%
AXON vs FN
+900.0%
+952.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.1% | -7.3% | -4.9% |
| 7D | -14.2% | -1.7% | -12.5% | -13.8% |
| 30D | -15.4% | -22.0% | +6.6% | -11.6% |
| 3M | +0.5% | -43.0% | +43.5% | +11.9% |
| 6M | -9.5% | -27.7% | +18.2% | -8.6% |
| YTD | -9.2% | -10.5% | +1.3% | -15.0% |
| 1Y | -29.4% | +12.5% | -41.9% | -39.0% |
| 3Y | +139.4% | +153.8% | -14.4% | +47.9% |
| 5Y | +178.9% | +288.0% | -109.1% | +42.7% |
| All | +1,852.6% | +900.0% | +952.6% | +658.6% |
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