-44.9%
AXON vs USFR
+4.1%
-49.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -25.6% | +0.1% | -25.7% | -23.9% |
| 30D | -23.9% | +0.4% | -24.3% | -16.0% |
| 3M | -50.4% | +1.1% | -51.5% | -33.2% |
| 6M | -20.0% | +2.1% | -22.1% | +46.4% |
| YTD | -44.5% | +3.4% | -47.9% | +39.5% |
| 1Y | -44.9% | +4.1% | -49.0% | +48.1% |
| All | -44.9% | +4.1% | -49.0% | +48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling