-31.1%
AXON vs FRMI
-78.0%
+46.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -2.8% |
| 7D | -3.3% | +15.9% | -19.3% | -4.5% |
| 30D | -17.8% | -6.0% | -11.9% | -17.9% |
| 3M | +8.3% | -1.6% | +9.9% | +5.7% |
| 6M | -12.4% | -30.7% | +18.3% | -12.6% |
| YTD | -13.7% | -30.9% | +17.2% | -13.4% |
| All | -31.1% | -78.0% | +46.9% | -29.8% |
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