+40.5%
AXON vs FITB
+141.3%
-100.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.3% |
| 7D | -19.7% | +0.8% | -20.6% | -19.9% |
| 30D | -25.7% | +7.3% | -33.0% | -27.4% |
| 3M | -48.8% | -6.3% | -42.5% | -47.7% |
| 6M | -22.0% | +12.6% | -34.5% | -24.9% |
| YTD | -45.9% | +18.0% | -63.9% | -49.0% |
| 1Y | -46.1% | +28.9% | -75.0% | -50.6% |
| All | +40.5% | +141.3% | -100.9% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling