+265.9%
AXTI vs FICO
+6,437.0%
-6,171.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.3% | +6.0% |
| 7D | -29.4% | -0.9% | -28.4% | -29.3% |
| 30D | -51.3% | +3.3% | -54.6% | -52.5% |
| 3M | -48.3% | -31.7% | -16.6% | -45.7% |
| 6M | -62.9% | -34.0% | -28.9% | -62.6% |
| YTD | +137.8% | -58.3% | +196.1% | +165.4% |
| 1Y | +338.3% | -57.9% | +396.3% | +386.2% |
| 3Y | +1,590.4% | -24.1% | +1,614.5% | +1,333.2% |
| 5Y | +321.7% | +85.3% | +236.4% | +150.8% |
| 10Y | +655.0% | +520.3% | +134.7% | +206.4% |
| All | +265.9% | +6,437.0% | -6,171.1% | -38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling