+743.4%
AXTI vs ROP
-16.2%
+759.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +5.1% | -4.6% | +9.7% | +5.7% |
| 30D | -17.5% | -1.7% | -15.8% | -17.7% |
| 3M | -26.7% | +17.1% | -43.7% | -32.7% |
| 6M | +36.8% | +10.9% | +25.9% | +27.5% |
| YTD | +296.1% | -12.1% | +308.2% | +317.9% |
| 1Y | +1,810.6% | -24.2% | +1,834.9% | +2,108.5% |
| 3Y | +2,587.6% | -20.4% | +2,607.9% | +2,921.6% |
| All | +743.4% | -16.2% | +759.5% | +753.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 5y: compounded portfolio wealth divided by compounded ROP 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…
5y analysis · Full analysis span regression · 6 months rolling