+112,002.2%
AXON vs FICO
+3,957.6%
+108,044.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -16.7% | +12.5% | +3.3% |
| 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% | +8.8% |
| 6M | -9.5% | -36.3% | +26.8% | +6.8% |
| YTD | -9.2% | -44.9% | +35.7% | +13.9% |
| 1Y | -29.4% | -38.6% | +9.2% | -17.7% |
| 3Y | +139.4% | +4.0% | +135.4% | +110.6% |
| 5Y | +178.9% | +99.5% | +79.4% | +73.6% |
| 10Y | +1,840.8% | +604.7% | +1,236.1% | +544.9% |
| All | +112,002.2% | +3,957.6% | +108,044.6% | +10,811.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling