+77.2%
AXON vs FTV
+12.0%
+65.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.1% | -18.1% | -18.1% |
| 7D | -26.8% | +0.2% | -27.0% | -26.8% |
| 30D | -22.9% | +15.7% | -38.6% | -29.4% |
| 3M | -40.1% | +7.5% | -47.6% | -42.7% |
| 6M | -18.9% | +8.5% | -27.3% | -23.1% |
| YTD | -44.9% | +18.8% | -63.7% | -51.5% |
| 1Y | -46.7% | +28.5% | -75.2% | -55.6% |
| 3Y | +44.3% | +34.0% | +10.3% | +11.4% |
| All | +77.2% | +12.0% | +65.2% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling