+44.3%
AXON vs FCEL
-74.5%
+118.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +11.5% | -29.7% | -18.5% |
| 7D | -26.8% | -11.2% | -15.6% | -26.6% |
| 30D | -22.9% | -45.8% | +22.9% | -21.6% |
| 3M | -40.1% | -51.0% | +10.9% | -39.0% |
| 6M | -18.9% | -22.2% | +3.4% | -18.8% |
| YTD | -44.9% | +36.3% | -81.1% | -46.1% |
| 1Y | -46.7% | +29.0% | -75.7% | -47.9% |
| 3Y | +44.3% | -70.9% | +115.2% | +46.6% |
| All | +44.3% | -74.5% | +118.8% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling