+552.6%
AXON vs FOXA
+98.3%
+454.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.0% |
| 7D | -25.6% | -2.4% | -23.2% | -25.1% |
| 30D | -23.9% | +8.6% | -32.5% | -25.5% |
| 3M | -50.4% | +9.9% | -60.3% | -51.7% |
| 6M | -20.0% | +0.8% | -20.8% | -21.1% |
| YTD | -44.5% | -6.1% | -38.4% | -44.3% |
| 1Y | -44.9% | +3.3% | -48.1% | -46.2% |
| 3Y | +44.7% | +133.5% | -88.8% | +8.7% |
| 5Y | +86.7% | +75.8% | +10.9% | +50.8% |
| All | +552.6% | +98.3% | +454.3% | +346.4% |
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