+95.6%
F vs AXON
+1,827.7%
-1,732.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.2% | +5.6% | +2.2% |
| 7D | +5.3% | -14.2% | +19.5% | +8.1% |
| 30D | +4.6% | -15.4% | +20.0% | +7.2% |
| 3M | -3.7% | +0.5% | -4.1% | -5.0% |
| 6M | +16.8% | -9.5% | +26.3% | +16.4% |
| YTD | +15.3% | -9.2% | +24.5% | +13.9% |
| 1Y | +31.0% | -29.4% | +60.4% | +35.2% |
| 3Y | +45.4% | +139.4% | -94.0% | +10.6% |
| 5Y | +54.7% | +178.9% | -124.2% | +8.4% |
| All | +95.6% | +1,827.7% | -1,732.2% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 10y: compounded portfolio wealth divided by compounded AXON 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…
10y analysis · Full analysis span regression · 6 months rolling