-15.8%
F vs AXON
+71.5%
-87.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -18.2% | +17.5% | +2.4% |
| 7D | +1.6% | -26.8% | +28.4% | +6.7% |
| 30D | +2.6% | -22.9% | +25.5% | +6.8% |
| 3M | -8.8% | -40.1% | +31.3% | -1.2% |
| 6M | +4.6% | -18.9% | +23.5% | +5.3% |
| 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% | +6.3% |
| All | -15.8% | +71.5% | -87.3% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling