+293.8%
AXTI vs SAP
+640.1%
-346.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.3% | -4.1% |
| 7D | +7.6% | +0.6% | +7.0% | +7.4% |
| 30D | -32.1% | +6.5% | -38.6% | -34.4% |
| 3M | -46.0% | +12.2% | -58.2% | -49.6% |
| 6M | -65.7% | +46.1% | -111.8% | -72.8% |
| YTD | +155.9% | -1.6% | +157.5% | +139.5% |
| 1Y | +300.8% | -5.1% | +305.9% | +282.1% |
| 3Y | +1,981.6% | +68.4% | +1,913.2% | +1,401.4% |
| 5Y | +359.3% | +79.4% | +279.9% | +220.0% |
| 10Y | +780.8% | +230.5% | +550.4% | +361.9% |
| All | +293.8% | +640.1% | -346.3% | +9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling