+358.9%
FERG vs AXON
+1,845.5%
-1,486.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.8% |
| 7D | +3.4% | -2.5% | +5.9% | +3.5% |
| 30D | -11.5% | -11.5% | 0.0% | -10.8% |
| 3M | +1.3% | +7.3% | -6.0% | +0.4% |
| 6M | -1.0% | -11.9% | +11.0% | -0.8% |
| YTD | +3.2% | -11.0% | +14.2% | +3.0% |
| 1Y | -3.0% | -31.8% | +28.8% | -1.5% |
| 3Y | +55.0% | +135.4% | -80.4% | +44.3% |
| 5Y | +72.6% | +176.9% | -104.2% | +55.2% |
| 10Y | +358.9% | +1,854.5% | -1,495.5% | +288.6% |
| All | +358.9% | +1,845.5% | -1,486.5% | +288.6% |
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