-48.1%
AXON vs FTV
+31.3%
-79.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.8% | -4.1% |
| 7D | -28.7% | +0.4% | -29.1% | -28.7% |
| 30D | -28.3% | +17.2% | -45.5% | -31.5% |
| 3M | -46.9% | +8.9% | -55.8% | -48.2% |
| 6M | -24.9% | +11.3% | -36.2% | -27.0% |
| YTD | -46.6% | +21.9% | -68.6% | -48.4% |
| All | -48.1% | +31.3% | -79.4% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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