+138.7%
AXON vs FTI
+295.6%
-156.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.1% |
| 7D | -14.2% | +5.3% | -19.4% | -15.0% |
| 30D | -15.4% | +15.3% | -30.7% | -17.5% |
| 3M | +0.5% | +15.8% | -15.3% | -2.7% |
| 6M | -9.5% | +22.6% | -32.1% | -14.5% |
| YTD | -9.2% | +79.5% | -88.8% | -22.4% |
| 1Y | -29.4% | +102.0% | -131.4% | -41.8% |
| All | +138.7% | +295.6% | -156.9% | +64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling