+743.4%
AXTI vs SAP
+53.8%
+689.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +5.1% | -4.1% | +9.1% | +6.7% |
| 30D | -17.5% | +1.1% | -18.5% | -18.1% |
| 3M | -26.7% | +26.1% | -52.8% | -35.1% |
| 6M | +36.8% | +9.8% | +27.0% | +29.0% |
| YTD | +296.1% | -13.6% | +309.7% | +322.1% |
| 1Y | +1,810.6% | -18.7% | +1,829.3% | +2,016.3% |
| 3Y | +2,587.6% | +54.1% | +2,533.4% | +1,704.6% |
| All | +743.4% | +53.8% | +689.5% | +487.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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