-57.5%
AXON vs FRMI
-93.9%
+36.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.2% | +7.0% | +0.3% |
| 7D | -27.4% | -24.3% | -3.0% | -25.9% |
| 30D | -28.5% | -55.1% | +26.6% | -24.6% |
| 3M | -49.3% | -73.8% | +24.5% | -44.7% |
| 6M | -25.0% | -70.6% | +45.5% | -21.0% |
| YTD | -46.7% | -80.8% | +34.0% | -41.7% |
| 1Y | -48.3% | -93.9% | +45.7% | -42.4% |
| All | -57.5% | -93.9% | +36.4% | -52.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling