+1,180.9%
AXON vs USFR
+28.5%
+1,152.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -28.7% | +0.1% | -28.8% | -28.8% |
| 30D | -28.3% | +0.4% | -28.7% | -28.5% |
| 3M | -46.9% | +1.1% | -48.0% | -47.4% |
| 6M | -24.9% | +2.0% | -26.9% | -26.2% |
| YTD | -46.6% | +3.4% | -50.0% | -48.4% |
| 1Y | -49.7% | +4.1% | -53.8% | -51.7% |
| 3Y | +40.6% | +14.3% | +26.2% | +22.3% |
| 5Y | +71.9% | +21.3% | +50.6% | +43.1% |
| 10Y | +1,180.9% | +28.5% | +1,152.4% | +919.5% |
| All | +1,180.9% | +28.5% | +1,152.4% | +919.5% |
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