+749.7%
AXTI vs FICO
+544.0%
+205.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.7% | +7.6% | +9.8% |
| 7D | -11.0% | -0.1% | -10.9% | -10.9% |
| 30D | -37.3% | +8.4% | -45.7% | -39.1% |
| 3M | -51.6% | -30.5% | -21.1% | -49.7% |
| 6M | -63.1% | -35.7% | -27.4% | -63.0% |
| YTD | +162.4% | -57.2% | +219.6% | +192.2% |
| 1Y | +353.6% | -58.4% | +412.0% | +409.1% |
| 3Y | +1,972.9% | -24.8% | +1,997.8% | +1,450.0% |
| 5Y | +370.0% | +79.3% | +290.7% | +101.7% |
| 10Y | +749.7% | +531.6% | +218.1% | +88.8% |
| All | +749.7% | +544.0% | +205.8% | +88.8% |
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