+575.3%
FAST vs AXON
+1,304.2%
-728.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -18.2% | +18.4% | +2.6% |
| 7D | +2.1% | -26.8% | +28.9% | +6.0% |
| 30D | +6.9% | -22.9% | +29.8% | +10.1% |
| 3M | +4.8% | -40.1% | +44.9% | +11.3% |
| 6M | +19.8% | -18.9% | +38.7% | +20.7% |
| YTD | +34.9% | -44.9% | +79.8% | +42.2% |
| 1Y | +32.8% | -46.7% | +79.5% | +40.5% |
| 3Y | +93.7% | +44.3% | +49.4% | +67.2% |
| 5Y | +105.3% | +71.4% | +33.9% | +66.2% |
| All | +575.3% | +1,304.2% | -728.9% | +282.0% |
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