+1,981.6%
AXTI vs FICO
-27.8%
+2,009.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.3% | -3.8% |
| 7D | +7.6% | +2.2% | +5.4% | +8.2% |
| 30D | -32.1% | +0.1% | -32.1% | -31.6% |
| 3M | -46.0% | -35.2% | -10.8% | -50.2% |
| 6M | -65.7% | -32.4% | -33.3% | -68.3% |
| YTD | +155.9% | -57.4% | +213.3% | +141.1% |
| 1Y | +300.8% | -58.5% | +359.3% | +278.7% |
| 3Y | +1,981.6% | -28.9% | +2,010.4% | +1,573.0% |
| All | +1,981.6% | -27.8% | +2,009.4% | +1,573.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling