+44.3%
AXON vs FOXA
+117.4%
-73.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.5% | -16.7% | -17.9% |
| 7D | -26.8% | +5.4% | -32.2% | -27.3% |
| 30D | -22.9% | +6.3% | -29.2% | -23.5% |
| 3M | -40.1% | +8.3% | -48.4% | -40.7% |
| 6M | -18.9% | +7.6% | -26.5% | -20.6% |
| YTD | -44.9% | -7.9% | -36.9% | -44.3% |
| 1Y | -46.7% | +2.4% | -49.1% | -47.1% |
| 3Y | +44.3% | +120.3% | -76.0% | +27.8% |
| All | +44.3% | +117.4% | -73.1% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling