+13.2%
AXTA vs SPY
+67.4%
-54.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | 0.0% |
| 7D | +7.0% | -2.7% | +9.7% | +10.2% |
| 30D | +11.2% | -5.4% | +16.6% | +18.1% |
| 3M | -2.9% | -4.1% | +1.2% | +1.6% |
| 6M | +27.7% | +0.7% | +27.0% | +26.5% |
| YTD | +12.8% | +8.7% | +4.1% | +3.0% |
| 1Y | +29.1% | +10.9% | +18.2% | +15.0% |
| 3Y | +24.2% | +75.0% | -50.8% | -34.6% |
| All | +13.2% | +67.4% | -54.1% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling