+80.2%
AXON vs FITB
+47.5%
+32.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -27.5% |
| 3M | -48.8% | -6.3% | -42.5% | -47.6% |
| 6M | -22.0% | +12.6% | -34.5% | -25.2% |
| YTD | -45.9% | +18.0% | -63.9% | -49.3% |
| 1Y | -46.1% | +28.9% | -75.0% | -51.0% |
| 3Y | +40.9% | +139.4% | -98.5% | -0.2% |
| 5Y | +80.2% | +47.2% | +33.0% | +51.9% |
| All | +80.2% | +47.5% | +32.7% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling