+554.7%
AXTI vs ROP
+2,753.5%
-2,198.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -2.9% | +15.7% | +14.3% |
| 7D | +24.0% | -5.4% | +29.4% | +27.1% |
| 30D | -21.5% | -1.6% | -19.8% | -21.7% |
| 3M | -23.4% | +18.8% | -42.2% | -33.7% |
| 6M | +114.9% | +8.2% | +106.7% | +92.6% |
| YTD | +325.4% | -10.5% | +335.9% | +321.5% |
| 1Y | +2,136.7% | -23.7% | +2,160.4% | +2,314.2% |
| 3Y | +2,835.0% | -17.9% | +2,852.9% | +2,938.8% |
| 5Y | +652.8% | -15.3% | +668.2% | +658.5% |
| 10Y | +1,513.9% | +133.4% | +1,380.5% | +813.7% |
| All | +554.7% | +2,753.5% | -2,198.8% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling