-58.2%
FISV vs AXON
+134.7%
-192.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.1% | -3.7% |
| 7D | -1.6% | -2.5% | +0.9% | -1.2% |
| 30D | -3.0% | -11.5% | +8.5% | -1.2% |
| 3M | -3.5% | +7.3% | -10.8% | -5.5% |
| 6M | -19.4% | -11.9% | -7.5% | -19.3% |
| YTD | -24.3% | -11.0% | -13.3% | -24.8% |
| 1Y | -62.4% | -31.8% | -30.6% | -61.6% |
| 3Y | -58.2% | +135.4% | -193.6% | -65.4% |
| All | -58.2% | +134.7% | -192.9% | -65.4% |
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