+67.3%
F vs AXON
+1,058.0%
-990.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.4% |
| 7D | -3.1% | +0.8% | -3.9% | -3.3% |
| 30D | 0.0% | -22.8% | +22.8% | +4.1% |
| 3M | -13.2% | -48.8% | +35.5% | -3.1% |
| 6M | -10.2% | -16.3% | +6.1% | -9.6% |
| YTD | -4.9% | -44.5% | +39.5% | +1.8% |
| 1Y | -6.1% | -43.4% | +37.3% | +0.1% |
| 3Y | +46.0% | +44.3% | +1.7% | +20.4% |
| 5Y | -15.7% | +85.1% | -100.8% | -37.1% |
| All | +67.3% | +1,058.0% | -990.6% | -6.7% |
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