+317.2%
AXTI vs FICO
+81.4%
+235.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.3% | +5.9% |
| 7D | -29.4% | -0.9% | -28.4% | -29.4% |
| 30D | -51.3% | +3.3% | -54.6% | -51.1% |
| 3M | -48.3% | -31.7% | -16.6% | -48.9% |
| 6M | -62.9% | -34.0% | -28.9% | -64.5% |
| YTD | +137.8% | -58.3% | +196.1% | +144.6% |
| 1Y | +338.3% | -57.9% | +396.3% | +348.3% |
| 3Y | +1,590.4% | -24.1% | +1,614.5% | +1,174.7% |
| All | +317.2% | +81.4% | +235.7% | +118.2% |
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