-6.1%
F vs AXON
-44.3%
+38.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.1% |
| 7D | -3.1% | +0.8% | -3.9% | -3.2% |
| 30D | 0.0% | -22.8% | +22.8% | +1.9% |
| 3M | -13.2% | -48.8% | +35.5% | -8.9% |
| 6M | -10.2% | -16.3% | +6.1% | -9.5% |
| YTD | -4.9% | -44.5% | +39.5% | -2.3% |
| 1Y | -6.1% | -43.4% | +37.3% | -4.4% |
| All | -6.1% | -44.3% | +38.2% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling