-27.8%
AAL vs AXTI
+4,064.9%
-4,092.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +9.7% | -8.4% | 0.0% |
| 7D | -3.7% | +5.1% | -8.9% | -4.4% |
| 30D | -20.8% | -10.2% | -10.6% | -20.7% |
| 3M | -1.3% | -41.8% | +40.6% | +0.9% |
| 6M | +5.4% | +57.5% | -52.1% | -11.4% |
| YTD | -14.4% | +277.0% | -291.4% | -39.2% |
| 1Y | +2.1% | +1,982.4% | -1,980.3% | -45.9% |
| 3Y | -10.6% | +2,234.8% | -2,245.4% | -60.2% |
| 5Y | -32.2% | +528.3% | -560.6% | -63.6% |
| 10Y | -62.7% | +1,310.5% | -1,373.2% | -85.2% |
| All | -27.8% | +4,064.9% | -4,092.7% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTI.
Daily Out/Under-Performance
Portfolio return minus AXTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTI 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 AXTI 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 · 6 months rolling