+83,065.2%
AXON vs FICO
+2,978.9%
+80,086.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +0.9% | -10.7% | -10.2% |
| 7D | -12.7% | -0.3% | -12.4% | -12.7% |
| 30D | -8.6% | +1.7% | -10.3% | -10.6% |
| 3M | -37.2% | -35.2% | -2.0% | -27.5% |
| 6M | +0.5% | -33.7% | +34.2% | +12.7% |
| YTD | -32.6% | -58.2% | +25.5% | -8.8% |
| 1Y | -40.2% | -56.6% | +16.4% | -20.7% |
| 3Y | +76.1% | -24.0% | +100.1% | +70.7% |
| 5Y | +109.5% | +86.1% | +23.4% | +27.8% |
| 10Y | +1,640.5% | +522.8% | +1,117.7% | +483.4% |
| All | +83,065.2% | +2,978.9% | +80,086.3% | +8,639.7% |
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