+1,147.0%
AXON vs FTV
+119.0%
+1,028.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -29.1% |
| 3M | -40.1% | +7.5% | -47.6% | -42.6% |
| 6M | -18.9% | +8.5% | -27.3% | -22.9% |
| YTD | -44.9% | +18.8% | -63.7% | -51.1% |
| 1Y | -46.7% | +28.5% | -75.2% | -54.9% |
| 3Y | +44.3% | +34.0% | +10.3% | +16.3% |
| 5Y | +71.4% | +12.6% | +58.8% | +51.2% |
| 10Y | +1,324.0% | +111.4% | +1,212.6% | +743.4% |
| All | +1,147.0% | +119.0% | +1,028.0% | +624.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling