+109.5%
AXON vs USFD
+184.3%
-74.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.8% | -7.0% | -8.6% |
| 7D | -12.7% | +3.9% | -16.6% | -14.2% |
| 30D | -8.6% | +10.7% | -19.3% | -12.7% |
| 3M | -37.2% | +6.3% | -43.6% | -39.3% |
| 6M | +0.5% | +16.2% | -15.7% | -7.2% |
| YTD | -32.6% | +41.9% | -74.5% | -45.0% |
| 1Y | -40.2% | +44.2% | -84.4% | -51.6% |
| 3Y | +76.1% | +159.8% | -83.7% | +2.1% |
| 5Y | +109.5% | +177.1% | -67.6% | +9.1% |
| All | +109.5% | +184.3% | -74.8% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling