-28.9%
AXON vs FRMI
-77.3%
+48.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +11.5% | -13.5% | -2.8% |
| 7D | -2.5% | +23.3% | -25.8% | -4.0% |
| 30D | -11.5% | -7.6% | -3.9% | -11.5% |
| 3M | +7.3% | +0.2% | +7.1% | +4.6% |
| 6M | -11.9% | -28.7% | +16.8% | -12.4% |
| YTD | -11.0% | -28.6% | +17.6% | -10.9% |
| All | -28.9% | -77.3% | +48.3% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling