+1,016.4%
AXON vs FCEL
-99.1%
+1,115.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.4% | +3.8% | -2.3% |
| 7D | -19.7% | +14.8% | -34.5% | -20.5% |
| 30D | -25.7% | -33.9% | +8.2% | -24.2% |
| 3M | -48.8% | -52.7% | +3.9% | -47.0% |
| 6M | -22.0% | -40.0% | +18.0% | -22.1% |
| YTD | -45.9% | +40.2% | -86.1% | -49.3% |
| 1Y | -46.1% | +32.9% | -79.0% | -49.5% |
| 3Y | +40.9% | -66.8% | +107.7% | +35.3% |
| 5Y | +80.2% | -97.0% | +177.2% | +93.3% |
| All | +1,016.4% | -99.1% | +1,115.4% | +1,215.6% |
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