-15.1%
F vs AXON
+71.5%
-86.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.8% | +1.2% |
| 7D | -0.6% | -28.7% | +28.1% | +4.9% |
| 30D | +2.9% | -28.3% | +31.2% | +8.4% |
| 3M | -9.5% | -46.9% | +37.4% | +0.2% |
| 6M | +4.0% | -24.9% | +28.9% | +6.4% |
| YTD | -1.3% | -46.6% | +45.4% | +6.4% |
| 1Y | -1.9% | -49.7% | +47.7% | +7.0% |
| 3Y | +53.5% | +40.6% | +12.9% | +14.2% |
| 5Y | -15.1% | +71.9% | -87.0% | -49.7% |
| All | -15.1% | +71.5% | -86.6% | -49.7% |
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 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