+173.9%
AXON vs FRSH
-72.5%
+246.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -7.0% | -6.6% | -0.4% | -5.1% |
| 30D | -20.1% | +2.1% | -22.2% | -20.6% |
| 3M | +7.4% | +29.0% | -21.5% | -0.3% |
| 6M | -7.4% | +48.6% | -56.0% | -17.7% |
| YTD | -15.6% | -2.9% | -12.7% | -16.2% |
| 1Y | -36.2% | -7.9% | -28.3% | -35.9% |
| 3Y | +124.8% | -46.5% | +171.4% | +150.2% |
| All | +173.9% | -72.5% | +246.4% | +189.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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