+1,016.4%
AXON vs USFR
+28.5%
+987.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -19.7% | +0.1% | -19.8% | -19.8% |
| 30D | -25.7% | +0.4% | -26.1% | -25.9% |
| 3M | -48.8% | +1.0% | -49.8% | -49.3% |
| 6M | -22.0% | +2.0% | -24.0% | -23.4% |
| YTD | -45.9% | +3.4% | -49.4% | -47.8% |
| 1Y | -46.1% | +4.1% | -50.2% | -48.3% |
| 3Y | +40.9% | +14.4% | +26.5% | +22.2% |
| 5Y | +80.2% | +21.4% | +58.8% | +49.3% |
| All | +1,016.4% | +28.5% | +987.8% | +772.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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