+14.4%
FIX vs AXON
-40.7%
+55.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.8% | -16.9% | -15.1% |
| 7D | -18.9% | +0.2% | -19.1% | -18.9% |
| 30D | -36.3% | +3.0% | -39.3% | -36.2% |
| 3M | -38.5% | -30.1% | -8.4% | -38.3% |
| 6M | -42.3% | +7.7% | -50.0% | -43.2% |
| YTD | +17.1% | -25.3% | +42.4% | +20.8% |
| 1Y | +14.4% | -39.9% | +54.3% | +20.9% |
| All | +14.4% | -40.7% | +55.1% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling