-47.4%
FISV vs AXON
+44.5%
-91.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.3% | +0.3% |
| 7D | +3.0% | -25.6% | +28.6% | +7.0% |
| 30D | +38.8% | -23.9% | +62.7% | +43.5% |
| 3M | +21.2% | -50.4% | +71.6% | +33.6% |
| 6M | +17.5% | -20.0% | +37.5% | +19.3% |
| YTD | -4.9% | -44.5% | +39.6% | +0.6% |
| 1Y | -0.6% | -44.9% | +44.3% | +5.1% |
| All | -47.4% | +44.5% | -91.9% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 3y: compounded portfolio wealth divided by compounded AXON 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…
3y analysis · Full analysis span regression · 6 months rolling