-39.9%
AXON vs FRMI
-93.1%
+53.2%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -10.6% | +12.4% | +2.7% |
| 7D | +0.2% | -39.7% | +40.0% | +4.2% |
| 30D | +3.0% | -55.2% | +58.2% | +9.5% |
| 3M | -30.1% | -71.2% | +41.0% | -23.4% |
| 6M | +7.7% | -64.1% | +71.8% | +11.6% |
| YTD | -25.3% | -77.2% | +51.9% | -18.2% |
| 1Y | -39.9% | -93.2% | +53.2% | -31.1% |
| All | -39.9% | -93.1% | +53.2% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling