-79.1%
FIG vs AXON
-31.5%
-47.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.2% | -0.2% | -2.8% |
| 7D | -16.3% | -14.2% | -2.1% | -11.5% |
| 30D | -14.3% | -15.4% | +1.1% | -8.9% |
| 3M | +7.2% | +0.5% | +6.7% | +6.8% |
| 6M | -18.6% | -9.5% | -9.1% | -19.2% |
| YTD | -35.5% | -9.2% | -26.3% | -40.0% |
| 1Y | -55.8% | -29.4% | -26.4% | -60.3% |
| All | -79.1% | -31.5% | -47.6% | -81.2% |
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