+40.6%
AXON vs FN
+112.9%
-72.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +11.9% | -15.0% | -4.5% |
| 7D | -28.7% | +16.3% | -45.0% | -30.3% |
| 30D | -28.3% | -24.7% | -3.6% | -25.9% |
| 3M | -46.9% | -34.9% | -12.0% | -44.6% |
| 6M | -24.9% | -41.1% | +16.2% | -21.7% |
| YTD | -46.6% | -19.6% | -27.0% | -49.3% |
| 1Y | -49.7% | -18.5% | -31.2% | -52.6% |
| 3Y | +40.6% | +119.1% | -78.6% | -0.5% |
| All | +40.6% | +112.9% | -72.3% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling