+182.3%
AXON vs FIS
-62.1%
+244.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.9% |
| 7D | -14.2% | +1.1% | -15.2% | -14.4% |
| 30D | -15.4% | -2.2% | -13.2% | -14.8% |
| 3M | +0.5% | +2.1% | -1.7% | -0.3% |
| 6M | -9.5% | -14.7% | +5.2% | -5.3% |
| YTD | -9.2% | -35.7% | +26.5% | +2.2% |
| 1Y | -29.4% | -37.1% | +7.7% | -20.3% |
| 3Y | +139.4% | -20.0% | +159.4% | +146.5% |
| All | +182.3% | -62.1% | +244.4% | +271.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling