+44.3%
AXON vs FTI
+191.5%
-147.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +3.1% | -21.3% | -18.6% |
| 7D | -26.8% | -7.6% | -19.2% | -26.0% |
| 30D | -22.9% | -7.1% | -15.8% | -22.3% |
| 3M | -40.1% | -8.7% | -31.4% | -39.6% |
| 6M | -18.9% | -14.0% | -4.9% | -17.7% |
| YTD | -44.9% | +42.8% | -87.7% | -51.5% |
| 1Y | -46.7% | +50.4% | -97.1% | -53.8% |
| 3Y | +44.3% | +194.1% | -149.8% | +3.8% |
| All | +44.3% | +191.5% | -147.1% | +3.8% |
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