+1,894.1%
AXON vs FCEL
-99.2%
+1,993.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.9% | -6.1% | -4.3% |
| 7D | -14.2% | -15.8% | +1.7% | -13.3% |
| 30D | -15.4% | -29.3% | +13.9% | -13.9% |
| 3M | +0.5% | -30.1% | +30.6% | +1.0% |
| 6M | -9.5% | +74.4% | -83.9% | -15.3% |
| YTD | -9.2% | +104.5% | -113.7% | -16.1% |
| 1Y | -29.4% | +281.4% | -310.8% | -37.9% |
| 3Y | +139.4% | -66.1% | +205.5% | +131.2% |
| 5Y | +178.9% | -91.9% | +270.8% | +186.0% |
| All | +1,894.1% | -99.2% | +1,993.3% | +2,431.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 10y: compounded portfolio wealth divided by compounded FCEL 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…
10y analysis · Full analysis span regression · 6 months rolling