+538.1%
AXTI vs FICO
+99.8%
+438.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -16.7% | +26.4% | +9.4% |
| 7D | +5.1% | -19.2% | +24.3% | +4.8% |
| 30D | -10.2% | -14.6% | +4.4% | -10.4% |
| 3M | -41.8% | -20.1% | -21.7% | -43.0% |
| 6M | +57.5% | -36.3% | +93.8% | +58.8% |
| YTD | +277.0% | -44.9% | +321.9% | +291.4% |
| 1Y | +1,982.4% | -38.6% | +2,021.1% | +1,964.7% |
| 3Y | +2,234.8% | +4.0% | +2,230.9% | +1,646.3% |
| All | +538.1% | +99.8% | +438.3% | +291.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling