+1,046.6%
AXON vs FITB
+212.2%
+834.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.3% |
| 7D | +0.8% | +2.8% | -2.0% | -0.3% |
| 30D | -22.8% | +9.8% | -32.6% | -25.3% |
| 3M | -48.8% | -5.2% | -43.6% | -47.8% |
| 6M | -16.3% | +17.3% | -33.6% | -21.0% |
| YTD | -44.5% | +19.3% | -63.8% | -48.2% |
| 1Y | -43.4% | +32.7% | -76.1% | -49.2% |
| 3Y | +44.3% | +141.6% | -97.3% | +1.6% |
| 5Y | +85.1% | +48.9% | +36.2% | +52.0% |
| All | +1,046.6% | +212.2% | +834.4% | +522.6% |
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