-3.0%
FERG vs AXON
-31.4%
+28.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -10.7% |
| 3M | +1.3% | +7.3% | -6.0% | +0.5% |
| 6M | -1.0% | -11.9% | +11.0% | +0.1% |
| YTD | +3.2% | -11.0% | +14.2% | +4.1% |
| 1Y | -3.0% | -31.8% | +28.8% | +0.9% |
| All | -3.0% | -31.4% | +28.4% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling