-31.8%
AXON vs FTI
+102.0%
-133.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -2.2% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | -11.5% | +12.3% | -23.8% | -10.4% |
| 3M | +7.3% | +13.8% | -6.5% | +8.7% |
| 6M | -11.9% | +24.3% | -36.2% | -14.2% |
| YTD | -11.0% | +75.8% | -86.8% | -17.7% |
| 1Y | -31.8% | +99.6% | -131.4% | -40.1% |
| All | -31.8% | +102.0% | -133.8% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling