+143.0%
AXON vs USFD
+156.9%
-13.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.1% |
| 7D | -14.2% | -3.0% | -11.1% | -13.4% |
| 30D | -15.4% | +3.5% | -18.9% | -16.4% |
| 3M | +0.5% | +26.6% | -26.1% | -6.5% |
| 6M | -9.5% | +11.7% | -21.2% | -12.7% |
| YTD | -9.2% | +38.1% | -47.3% | -21.4% |
| 1Y | -29.4% | +33.4% | -62.8% | -38.0% |
| All | +143.0% | +156.9% | -13.9% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling