+2,964.0%
AXON vs USFR
+27.5%
+2,936.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -14.2% | +0.1% | -14.2% | -14.2% |
| 30D | -15.4% | +0.3% | -15.7% | -15.5% |
| 3M | +0.5% | +1.0% | -0.5% | +0.1% |
| 6M | -9.5% | +1.9% | -11.4% | -10.1% |
| YTD | -9.2% | +2.6% | -11.8% | -10.1% |
| 1Y | -29.4% | +4.0% | -33.4% | -30.4% |
| 3Y | +139.4% | +14.1% | +125.3% | +128.1% |
| 5Y | +178.9% | +20.4% | +158.5% | +161.7% |
| 10Y | +1,840.8% | +28.0% | +1,812.8% | +1,699.4% |
| All | +2,964.0% | +27.5% | +2,936.4% | +2,825.1% |
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 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