-27.6%
AAL vs AXTI
+2,727.0%
-2,754.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.9% | -0.6% |
| 7D | -0.1% | +7.6% | -7.7% | -1.3% |
| 30D | +11.7% | -32.1% | +43.8% | +15.6% |
| 3M | -12.5% | -46.0% | +33.4% | -8.2% |
| 6M | +3.6% | -65.7% | +69.3% | +9.8% |
| YTD | -14.1% | +155.9% | -170.0% | -37.3% |
| 1Y | +0.8% | +300.8% | -300.0% | -32.1% |
| 3Y | +11.8% | +1,981.6% | -1,969.8% | -51.2% |
| 5Y | -35.1% | +359.3% | -394.4% | -64.4% |
| 10Y | -68.3% | +780.8% | -849.1% | -86.7% |
| All | -27.6% | +2,727.0% | -2,754.6% | -73.0% |
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