+1,852.6%
AXON vs USFD
+321.9%
+1,530.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.1% |
| 7D | -14.2% | -3.0% | -11.1% | -13.3% |
| 30D | -15.4% | +3.5% | -18.9% | -16.8% |
| 3M | +0.5% | +26.6% | -26.1% | -8.1% |
| 6M | -9.5% | +11.7% | -21.2% | -14.0% |
| YTD | -9.2% | +38.1% | -47.3% | -20.8% |
| 1Y | -29.4% | +33.4% | -62.8% | -37.7% |
| 3Y | +139.4% | +155.8% | -16.4% | +65.7% |
| 5Y | +178.9% | +214.0% | -35.1% | +77.8% |
| All | +1,852.6% | +321.9% | +1,530.7% | +958.7% |
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