+509.6%
AXTI vs AJG
+5,014.5%
-4,504.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | +5.1% | -8.3% | +13.3% | +7.1% |
| 30D | -17.5% | -5.7% | -11.8% | -16.8% |
| 3M | -26.7% | +9.1% | -35.8% | -30.6% |
| 6M | +36.8% | +15.2% | +21.5% | +26.3% |
| YTD | +296.1% | -6.3% | +302.4% | +284.5% |
| 1Y | +1,810.6% | -19.1% | +1,829.7% | +1,824.9% |
| 3Y | +2,587.6% | +8.2% | +2,579.3% | +2,299.9% |
| 5Y | +601.7% | +75.6% | +526.1% | +429.2% |
| 10Y | +1,460.7% | +471.1% | +989.6% | +726.1% |
| All | +509.6% | +5,014.5% | -4,504.9% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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