+1,852.6%
AXON vs FICO
+605.7%
+1,246.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -16.7% | +12.5% | +3.2% |
| 7D | -14.2% | -19.2% | +5.0% | -6.1% |
| 30D | -15.4% | -14.6% | -0.8% | -9.5% |
| 3M | +0.5% | -20.1% | +20.6% | +8.6% |
| 6M | -9.5% | -36.3% | +26.8% | +6.8% |
| YTD | -9.2% | -44.9% | +35.7% | +14.0% |
| 1Y | -29.4% | -38.6% | +9.2% | -17.9% |
| 3Y | +139.4% | +4.0% | +135.4% | +106.4% |
| 5Y | +178.9% | +99.5% | +79.4% | +64.0% |
| All | +1,852.6% | +605.7% | +1,246.8% | +559.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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