-57.4%
AXON vs FRMI
-93.4%
+36.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.7% | -8.9% | -3.6% |
| 7D | -28.7% | -24.7% | -4.0% | -27.3% |
| 30D | -28.3% | -51.6% | +23.3% | -24.8% |
| 3M | -46.9% | -73.1% | +26.2% | -42.2% |
| 6M | -24.9% | -68.3% | +43.4% | -21.3% |
| YTD | -46.6% | -79.3% | +32.6% | -41.9% |
| 1Y | -49.7% | -93.2% | +43.5% | -44.2% |
| All | -57.4% | -93.4% | +36.0% | -52.8% |
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 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