+1,304.8%
AXON vs USFD
+369.7%
+935.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.2% | -18.0% | -18.1% |
| 7D | -26.8% | +3.0% | -29.8% | -27.6% |
| 30D | -22.9% | +11.1% | -34.0% | -25.7% |
| 3M | -40.1% | -0.3% | -39.8% | -40.1% |
| 6M | -18.9% | +15.9% | -34.8% | -23.8% |
| YTD | -44.9% | +41.6% | -86.5% | -52.3% |
| 1Y | -46.7% | +49.4% | -96.1% | -54.9% |
| 3Y | +44.3% | +157.8% | -113.5% | -0.1% |
| 5Y | +71.4% | +176.6% | -105.3% | +14.1% |
| All | +1,304.8% | +369.7% | +935.1% | +715.1% |
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