+1,513.9%
AXTI vs FICO
+607.5%
+906.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.1% | +12.7% | +12.8% |
| 7D | +24.0% | -15.4% | +39.4% | +28.0% |
| 30D | -21.5% | -10.4% | -11.1% | -20.6% |
| 3M | -23.4% | -22.7% | -0.7% | -23.0% |
| 6M | +114.9% | -36.8% | +151.7% | +124.0% |
| YTD | +325.4% | -44.8% | +370.2% | +361.1% |
| 1Y | +2,136.7% | -39.3% | +2,176.0% | +2,171.8% |
| 3Y | +2,835.0% | +3.7% | +2,831.3% | +1,952.6% |
| 5Y | +652.8% | +101.7% | +551.1% | +242.5% |
| 10Y | +1,513.9% | +602.8% | +911.2% | +270.9% |
| All | +1,513.9% | +607.5% | +906.4% | +270.9% |
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