+88.4%
AXON vs FTI
+886.2%
-797.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +2.4% |
| 7D | +0.8% | +4.3% | -3.5% | +0.2% |
| 30D | -22.8% | -4.7% | -18.1% | -22.4% |
| 3M | -48.8% | -13.5% | -35.2% | -47.8% |
| 6M | -16.3% | -8.7% | -7.6% | -15.8% |
| YTD | -44.5% | +49.0% | -93.5% | -49.6% |
| 1Y | -43.4% | +54.0% | -97.4% | -49.0% |
| 3Y | +44.3% | +211.6% | -167.4% | +12.2% |
| All | +88.4% | +886.2% | -797.7% | +19.5% |
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