+88.4%
AXON vs FTV
+17.3%
+71.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.6% |
| 7D | +0.8% | +3.9% | -3.1% | -1.7% |
| 30D | -22.8% | +18.7% | -41.4% | -30.4% |
| 3M | -48.8% | +10.0% | -58.8% | -51.7% |
| 6M | -16.3% | +14.6% | -30.8% | -23.4% |
| YTD | -44.5% | +23.4% | -67.9% | -52.3% |
| 1Y | -43.4% | +31.3% | -74.7% | -53.4% |
| 3Y | +44.3% | +39.8% | +4.5% | +8.3% |
| All | +88.4% | +17.3% | +71.1% | +46.7% |
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