+888.8%
AXTI vs FICO
+544.1%
+344.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.5% | -0.2% | +19.7% | +19.5% |
| 7D | -1.2% | +4.0% | -5.2% | -2.0% |
| 30D | -24.2% | -1.5% | -22.7% | -24.6% |
| 3M | -36.3% | -29.8% | -6.5% | -34.0% |
| 6M | -62.7% | -33.3% | -29.4% | -63.0% |
| YTD | +187.3% | -56.9% | +244.2% | +219.3% |
| 1Y | +344.8% | -59.5% | +404.2% | +405.8% |
| 3Y | +2,272.2% | -26.9% | +2,299.1% | +1,707.7% |
| 5Y | +419.6% | +92.9% | +326.7% | +113.8% |
| 10Y | +888.8% | +539.5% | +349.3% | +121.5% |
| All | +888.8% | +544.1% | +344.7% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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