+107.2%
FAST vs AXON
+179.8%
-72.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +4.9% | +1.2% |
| 7D | -0.4% | -14.2% | +13.8% | +1.2% |
| 30D | -0.8% | -15.4% | +14.6% | +0.7% |
| 3M | +5.8% | +0.5% | +5.3% | +4.9% |
| 6M | +8.0% | -9.5% | +17.5% | +8.1% |
| YTD | +25.6% | -9.2% | +34.8% | +25.3% |
| 1Y | +0.8% | -29.4% | +30.2% | +3.7% |
| 3Y | +86.1% | +139.4% | -53.3% | +48.6% |
| All | +107.2% | +179.8% | -72.7% | +49.8% |
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