+1,304.8%
AXON vs FITB
+247.4%
+1,057.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.8% | -17.4% | -17.9% |
| 7D | -26.8% | -1.5% | -25.3% | -26.3% |
| 30D | -22.9% | +5.8% | -28.7% | -24.4% |
| 3M | -40.1% | -6.1% | -34.0% | -38.7% |
| 6M | -18.9% | +5.9% | -24.8% | -20.6% |
| YTD | -44.9% | +16.1% | -61.0% | -48.1% |
| 1Y | -46.7% | +28.8% | -75.5% | -51.7% |
| 3Y | +44.3% | +126.0% | -81.7% | +3.7% |
| 5Y | +71.4% | +45.3% | +26.1% | +41.7% |
| All | +1,304.8% | +247.4% | +1,057.5% | +547.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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