+138.7%
AXON vs USFR
+14.0%
+124.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -14.2% | +0.1% | -14.2% | -14.3% |
| 30D | -15.4% | +0.3% | -15.7% | -16.0% |
| 3M | +0.5% | +1.0% | -0.5% | -2.3% |
| 6M | -9.5% | +1.9% | -11.4% | -15.4% |
| YTD | -9.2% | +2.6% | -11.8% | -18.5% |
| 1Y | -29.4% | +4.0% | -33.4% | -41.9% |
| All | +138.7% | +14.0% | +124.7% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling