+56.4%
FERG vs AXON
+42.7%
+13.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -18.2% | +17.4% | +1.1% |
| 7D | -2.1% | -26.8% | +24.7% | +1.0% |
| 30D | +8.7% | -22.9% | +31.6% | +11.5% |
| 3M | -7.4% | -40.1% | +32.7% | -2.8% |
| 6M | -6.6% | -18.9% | +12.2% | -5.6% |
| YTD | +6.6% | -44.9% | +51.5% | +11.7% |
| 1Y | -3.6% | -46.7% | +43.1% | +1.4% |
| 3Y | +56.4% | +44.3% | +12.1% | +45.0% |
| All | +56.4% | +42.7% | +13.7% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling