+71.5%
FERG vs AXON
+179.8%
-108.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.2% | +6.5% | +2.9% |
| 7D | 0.0% | -14.2% | +14.1% | +2.1% |
| 30D | -10.2% | -15.4% | +5.2% | -8.4% |
| 3M | -0.6% | +0.5% | -1.1% | -1.6% |
| 6M | -6.5% | -9.5% | +3.0% | -6.5% |
| YTD | +4.2% | -9.2% | +13.4% | +3.5% |
| 1Y | -2.3% | -29.4% | +27.1% | +0.9% |
| 3Y | +48.5% | +139.4% | -90.9% | +15.0% |
| All | +71.5% | +179.8% | -108.3% | +14.3% |
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 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