+948.1%
FIX vs AXON
+71.5%
+876.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -18.2% | +23.6% | +9.3% |
| 7D | -17.5% | -26.8% | +9.4% | -12.3% |
| 30D | -41.6% | -22.9% | -18.7% | -38.7% |
| 3M | -40.6% | -40.1% | -0.5% | -34.8% |
| 6M | -49.4% | -18.9% | -30.5% | -49.9% |
| YTD | +9.2% | -44.9% | +54.1% | +18.0% |
| 1Y | +6.5% | -46.7% | +53.1% | +16.3% |
| 3Y | +448.7% | +44.3% | +404.4% | +346.5% |
| All | +948.1% | +71.5% | +876.6% | +641.0% |
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