+967.0%
AXON vs FOXA
+90.8%
+876.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.4% | -0.8% | -3.3% |
| 7D | -14.2% | -4.0% | -10.2% | -13.2% |
| 30D | -15.4% | +12.0% | -27.4% | -18.1% |
| 3M | +0.5% | +0.3% | +0.2% | -0.7% |
| 6M | -9.5% | +12.5% | -22.0% | -13.6% |
| YTD | -9.2% | -9.6% | +0.4% | -8.0% |
| 1Y | -29.4% | +8.6% | -38.0% | -32.3% |
| 3Y | +139.4% | +118.5% | +20.9% | +83.1% |
| 5Y | +178.9% | +88.8% | +90.2% | +120.0% |
| All | +967.0% | +90.8% | +876.1% | +637.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling