+1,304.8%
AXON vs FIS
-54.4%
+1,359.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.2% | -15.9% | -17.3% |
| 7D | -26.8% | -25.5% | -1.4% | -19.8% |
| 30D | -22.9% | -15.1% | -7.9% | -19.9% |
| 3M | -40.1% | -32.1% | -8.0% | -32.0% |
| 6M | -18.9% | -36.1% | +17.2% | -5.9% |
| YTD | -44.9% | -55.4% | +10.5% | -27.0% |
| 1Y | -46.7% | -53.9% | +7.2% | -30.3% |
| 3Y | +44.3% | -39.8% | +84.1% | +63.6% |
| 5Y | +71.4% | -71.1% | +142.5% | +159.2% |
| All | +1,304.8% | -54.4% | +1,359.3% | +1,621.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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