-84.0%
FIG vs AXON
-49.2%
-34.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -9.8% | -6.9% | -12.7% |
| 7D | -17.4% | -12.7% | -4.7% | -12.3% |
| 30D | -15.9% | -8.6% | -7.3% | -12.3% |
| 3M | -34.5% | -37.2% | +2.7% | -21.8% |
| 6M | -5.0% | +0.5% | -5.6% | -3.9% |
| YTD | -50.7% | -32.6% | -18.0% | -48.6% |
| 1Y | -58.1% | -40.2% | -17.9% | -57.4% |
| All | -84.0% | -49.2% | -34.9% | -83.9% |
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 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