+1,759.8%
AXON vs USFR
+28.5%
+1,731.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | 0.0% | -18.2% | -18.2% |
| 7D | -26.8% | +0.1% | -26.9% | -26.9% |
| 30D | -22.9% | +0.4% | -23.3% | -23.0% |
| 3M | -40.1% | +1.1% | -41.1% | -40.3% |
| 6M | -18.9% | +2.1% | -20.9% | -19.5% |
| YTD | -44.9% | +3.4% | -48.3% | -45.6% |
| 1Y | -46.7% | +4.1% | -50.8% | -47.5% |
| 3Y | +44.3% | +14.4% | +29.9% | +37.4% |
| 5Y | +71.4% | +21.3% | +50.0% | +60.4% |
| 10Y | +1,324.0% | +28.5% | +1,295.5% | +1,217.9% |
| All | +1,759.8% | +28.5% | +1,731.2% | +1,670.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling