+75.5%
AXON vs FRSH
-70.7%
+146.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.9% | -7.5% | -4.1% |
| 7D | -19.7% | -0.2% | -19.5% | -19.5% |
| 30D | -25.7% | -8.8% | -16.9% | -23.5% |
| 3M | -48.8% | +8.8% | -57.6% | -50.1% |
| 6M | -22.0% | +49.1% | -71.0% | -30.7% |
| YTD | -45.9% | +3.4% | -49.4% | -47.3% |
| 1Y | -46.1% | +8.8% | -54.9% | -48.3% |
| 3Y | +40.9% | -27.4% | +68.3% | +43.7% |
| 5Y | +80.2% | -66.4% | +146.6% | +87.5% |
| All | +75.5% | -70.7% | +146.2% | +81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling