+77.2%
AXON vs FN
+170.4%
-93.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +11.7% | -29.8% | -20.2% |
| 7D | -26.8% | 0.0% | -26.8% | -27.4% |
| 30D | -22.9% | -34.3% | +11.4% | -17.5% |
| 3M | -40.1% | -39.9% | -0.2% | -35.7% |
| 6M | -18.9% | -51.8% | +32.9% | -10.8% |
| YTD | -44.9% | -28.1% | -16.7% | -47.1% |
| 1Y | -46.7% | -29.1% | -17.6% | -49.0% |
| 3Y | +44.3% | +102.4% | -58.1% | -8.1% |
| All | +77.2% | +170.4% | -93.2% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling