+424.2%
FERG vs AXON
+1,058.0%
-633.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.4% |
| 7D | +9.7% | +0.8% | +9.0% | +9.7% |
| 30D | +15.0% | -22.8% | +37.8% | +16.9% |
| 3M | +3.8% | -48.8% | +52.5% | +8.2% |
| 6M | +10.6% | -16.3% | +26.9% | +11.3% |
| YTD | +17.0% | -44.5% | +61.4% | +20.3% |
| 1Y | +7.1% | -43.4% | +50.5% | +10.0% |
| 3Y | +67.7% | +44.3% | +23.5% | +62.4% |
| 5Y | +76.4% | +85.1% | -8.7% | +65.1% |
| All | +424.2% | +1,058.0% | -633.7% | +415.3% |
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 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