+80.4%
AXTI vs ROP
+9.3%
+71.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -2.9% | +15.7% | +7.3% |
| 7D | +24.0% | -5.4% | +29.4% | +12.6% |
| 30D | -21.5% | -1.6% | -19.8% | -21.4% |
| 3M | -23.4% | +18.8% | -42.2% | +7.4% |
| All | +80.4% | +9.3% | +71.1% | +113.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling