-27.5%
FICO vs AXTX
-90.7%
+63.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +38.5% | -38.8% | +2.4% |
| 7D | +4.0% | -15.5% | +19.5% | +4.4% |
| 30D | -1.5% | -56.6% | +55.1% | -4.1% |
| 3M | -29.8% | -76.6% | +46.8% | -31.9% |
| 6M | -33.3% | -96.4% | +63.2% | -29.6% |
| All | -27.5% | -90.7% | +63.3% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling