-27.7%
APP vs AXTX
-73.8%
+46.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.9% | +3.0% |
| 7D | +1.1% | +8.1% | -7.1% | +0.8% |
| 30D | +6.6% | -41.4% | +48.0% | +7.3% |
| 3M | -32.3% | -74.3% | +41.9% | -32.7% |
| All | -27.7% | -73.8% | +46.1% | -30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling