+1,046.6%
AXON vs USFD
+359.9%
+686.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | +0.8% | +1.7% | -0.9% | +0.1% |
| 30D | -22.8% | +10.2% | -32.9% | -25.4% |
| 3M | -48.8% | -1.5% | -47.3% | -48.6% |
| 6M | -16.3% | +27.3% | -43.6% | -23.8% |
| YTD | -44.5% | +44.0% | -88.4% | -52.3% |
| 1Y | -43.4% | +50.4% | -93.8% | -52.2% |
| 3Y | +44.3% | +153.6% | -109.3% | +0.3% |
| 5Y | +85.1% | +219.0% | -133.9% | +17.6% |
| All | +1,046.6% | +359.9% | +686.7% | +523.5% |
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