+182.3%
AXON vs FTI
+1,129.5%
-947.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.1% |
| 7D | -14.2% | +5.3% | -19.4% | -14.8% |
| 30D | -15.4% | +15.3% | -30.7% | -17.2% |
| 3M | +0.5% | +15.8% | -15.3% | -2.1% |
| 6M | -9.5% | +22.6% | -32.1% | -13.3% |
| YTD | -9.2% | +79.5% | -88.8% | -18.8% |
| 1Y | -29.4% | +102.0% | -131.4% | -38.3% |
| 3Y | +139.4% | +315.8% | -176.4% | +84.2% |
| All | +182.3% | +1,129.5% | -947.2% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling