+46.0%
F vs AXON
+140.4%
-94.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.2% | +5.6% | +1.9% |
| 7D | +5.3% | -14.2% | +19.5% | +6.9% |
| 30D | +4.6% | -15.4% | +20.0% | +6.2% |
| 3M | -3.7% | +0.5% | -4.1% | -4.2% |
| 6M | +16.8% | -9.5% | +26.3% | +16.8% |
| YTD | +15.3% | -9.2% | +24.5% | +14.8% |
| 1Y | +31.0% | -29.4% | +60.4% | +34.1% |
| All | +46.0% | +140.4% | -94.4% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling