-2.1%
FICO vs AXTX
-70.4%
+68.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.5% | +7.9% | +5.2% |
| 7D | -10.6% | +41.4% | -52.0% | -7.8% |
| 30D | -6.3% | -25.5% | +19.1% | -6.1% |
| 3M | -19.7% | -63.3% | +43.5% | -11.8% |
| All | -2.1% | -70.4% | +68.3% | +12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling