+79.8%
F vs AXON
+1,304.2%
-1,224.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -18.2% | +17.5% | +2.5% |
| 7D | +1.6% | -26.8% | +28.4% | +6.9% |
| 30D | +2.6% | -22.9% | +25.5% | +6.9% |
| 3M | -8.8% | -40.1% | +31.3% | -1.0% |
| 6M | +4.6% | -18.9% | +23.5% | +5.6% |
| YTD | -1.9% | -44.9% | +43.0% | +5.2% |
| 1Y | -0.8% | -46.7% | +45.9% | +7.1% |
| 3Y | +43.5% | +44.3% | -0.9% | +18.2% |
| 5Y | -12.1% | +71.4% | -83.4% | -33.5% |
| All | +79.8% | +1,304.2% | -1,224.4% | -5.6% |
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