-29.4%
AXON vs RJF
+7.8%
-37.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.4% |
| 7D | -14.2% | -0.6% | -13.6% | -13.8% |
| 30D | -15.4% | -1.3% | -14.1% | -14.8% |
| 3M | +0.5% | +18.9% | -18.4% | -6.1% |
| 6M | -9.5% | +15.0% | -24.5% | -15.5% |
| YTD | -9.2% | +12.2% | -21.4% | -16.4% |
| 1Y | -29.4% | +5.6% | -35.0% | -32.8% |
| All | -29.4% | +7.8% | -37.2% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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