+1,028.0%
AXON vs USFD
+369.2%
+658.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -27.4% | +8.4% | -35.7% | -29.4% |
| 30D | -28.5% | +12.7% | -41.2% | -31.5% |
| 3M | -49.3% | +1.1% | -50.4% | -49.5% |
| 6M | -25.0% | +30.2% | -55.2% | -32.3% |
| YTD | -46.7% | +45.8% | -92.6% | -54.5% |
| 1Y | -48.3% | +51.9% | -100.2% | -56.5% |
| 3Y | +38.8% | +158.5% | -119.7% | -4.2% |
| 5Y | +77.7% | +208.0% | -130.3% | +14.0% |
| 10Y | +1,028.0% | +376.6% | +651.5% | +504.8% |
| All | +1,028.0% | +369.2% | +658.8% | +504.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling