+799.6%
AXTI vs BROS
+38.3%
+761.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.5% |
| 7D | +21.0% | -6.6% | +27.6% | +22.7% |
| 30D | -6.6% | -12.3% | +5.7% | -4.1% |
| 3M | -12.1% | -22.2% | +10.1% | -9.0% |
| 6M | +78.7% | -14.3% | +93.0% | +78.2% |
| YTD | +321.5% | -26.6% | +348.0% | +336.8% |
| 1Y | +2,166.8% | -31.5% | +2,198.3% | +2,265.8% |
| 3Y | +2,807.6% | +62.3% | +2,745.3% | +2,340.0% |
| All | +799.6% | +38.3% | +761.3% | +744.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling