+23.6%
AXTA vs SPY
+313.2%
-289.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | -3.3% | +0.1% | -3.5% | -3.4% |
| 30D | -6.0% | +0.1% | -6.1% | -6.0% |
| 3M | +12.6% | +2.0% | +10.6% | +10.2% |
| 6M | +13.9% | +13.0% | +0.9% | +0.2% |
| YTD | +10.7% | +13.5% | -2.8% | -3.2% |
| 1Y | +14.6% | +20.0% | -5.4% | -5.9% |
| 3Y | +26.4% | +77.2% | -50.8% | -32.2% |
| 5Y | +19.8% | +81.9% | -62.1% | -37.1% |
| All | +23.6% | +313.2% | -289.5% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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 · 6 months rolling