+1,304.8%
AXON vs FICO
+512.2%
+792.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.4% | -17.8% | -18.0% |
| 7D | -26.8% | -0.9% | -25.9% | -26.6% |
| 30D | -22.9% | +3.3% | -26.2% | -25.0% |
| 3M | -40.1% | -31.7% | -8.4% | -32.6% |
| 6M | -18.9% | -34.0% | +15.1% | -9.0% |
| YTD | -44.9% | -58.3% | +13.4% | -25.2% |
| 1Y | -46.7% | -57.9% | +11.2% | -28.2% |
| 3Y | +44.3% | -24.1% | +68.4% | +37.4% |
| 5Y | +71.4% | +85.3% | -13.9% | -2.3% |
| All | +1,304.8% | +512.2% | +792.6% | +425.8% |
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