+88.4%
AXON vs USFR
+21.4%
+67.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | -22.8% | +0.4% | -23.1% | -23.1% |
| 3M | -48.8% | +1.1% | -49.8% | -49.5% |
| 6M | -16.3% | +2.0% | -18.3% | -19.2% |
| YTD | -44.5% | +3.5% | -47.9% | -48.7% |
| 1Y | -43.4% | +4.1% | -47.5% | -48.9% |
| 3Y | +44.3% | +14.4% | +29.9% | +3.6% |
| All | +88.4% | +21.4% | +67.0% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling