+1,548.3%
FERG vs AXON
+6,462.3%
-4,914.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -3.1% | +14.4% | +11.3% |
| 7D | +7.3% | -28.7% | +36.1% | +8.7% |
| 30D | +18.1% | -28.3% | +46.4% | +19.6% |
| 3M | +1.6% | -46.9% | +48.5% | +4.1% |
| 6M | +8.5% | -24.9% | +33.4% | +9.4% |
| YTD | +18.6% | -46.6% | +65.2% | +20.7% |
| 1Y | +5.7% | -49.7% | +55.4% | +7.9% |
| 3Y | +74.0% | +40.6% | +33.5% | +71.8% |
| 5Y | +83.9% | +71.9% | +12.0% | +78.7% |
| 10Y | +494.6% | +1,180.9% | -686.3% | +486.6% |
| All | +1,548.3% | +6,462.3% | -4,914.0% | +1,553.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling