-23.4%
AXTI vs BROS
-16.7%
-6.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.5% | +14.4% | +12.4% |
| 7D | +24.0% | -0.9% | +24.9% | +23.7% |
| 30D | -21.5% | -13.5% | -8.0% | -24.9% |
| 3M | -23.4% | -18.4% | -4.9% | -29.2% |
| All | -23.4% | -16.7% | -6.6% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 3mo: compounded portfolio wealth divided by compounded BROS 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…
3mo analysis · Full analysis span regression · Available span rolling