-55.7%
AXON vs FRMI
-89.6%
+34.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +26.7% | -24.0% | +0.7% |
| 7D | +0.8% | +66.2% | -65.5% | -3.4% |
| 30D | -22.8% | -17.4% | -5.4% | -22.3% |
| 3M | -48.8% | -60.5% | +11.7% | -45.9% |
| 6M | -16.3% | -56.5% | +40.2% | -14.4% |
| YTD | -44.5% | -67.4% | +22.9% | -41.8% |
| 1Y | -43.4% | -85.1% | +41.7% | -39.7% |
| All | -55.7% | -89.6% | +34.0% | -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