-80.2%
AXTC vs SPY
-1.7%
-78.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.3% | +12.7% | +9.5% |
| 7D | -54.4% | -2.7% | -51.7% | -32.5% |
| 30D | -81.4% | -5.4% | -76.0% | -56.5% |
| 3M | -84.2% | -4.1% | -80.1% | -67.2% |
| All | -80.2% | -1.7% | -78.4% | -70.1% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling