+552.7%
AXON vs FOXA
+99.6%
+453.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.1% | -1.4% | +1.6% |
| 7D | +0.8% | +2.7% | -1.9% | +0.1% |
| 30D | -22.8% | +10.0% | -32.8% | -24.6% |
| 3M | -48.8% | +5.0% | -53.8% | -49.4% |
| 6M | -16.3% | +3.4% | -19.7% | -17.9% |
| YTD | -44.5% | -5.5% | -39.0% | -44.4% |
| 1Y | -43.4% | +5.5% | -48.9% | -45.1% |
| 3Y | +44.3% | +139.3% | -95.0% | +7.5% |
| 5Y | +85.1% | +77.2% | +7.9% | +49.2% |
| All | +552.7% | +99.6% | +453.1% | +345.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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