+30.1%
FDS vs AXTX
-69.7%
+99.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +25.3% | -29.6% | -3.2% |
| 7D | -5.4% | +49.3% | -54.7% | -3.5% |
| 30D | +1.6% | -49.1% | +50.7% | +0.4% |
| 3M | +17.7% | -72.6% | +90.3% | +23.4% |
| All | +30.1% | -69.7% | +99.7% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTX.
Daily Out/Under-Performance
Portfolio return minus AXTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTX 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 AXTX 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 · Available span rolling