+1,472.1%
AXTI vs BP
+137.7%
+1,334.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +5.1% | +5.2% | -0.1% | +2.7% |
| 30D | -17.5% | +8.7% | -26.2% | -20.7% |
| 3M | -26.7% | +9.3% | -36.0% | -30.2% |
| 6M | +36.8% | +13.6% | +23.2% | +27.8% |
| YTD | +296.1% | +37.7% | +258.5% | +234.9% |
| 1Y | +1,810.6% | +40.6% | +1,770.0% | +1,498.4% |
| 3Y | +2,587.6% | +40.3% | +2,547.2% | +2,139.3% |
| 5Y | +601.7% | +141.4% | +460.3% | +331.0% |
| All | +1,472.1% | +137.7% | +1,334.4% | +901.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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