+554.7%
AXTI vs SAP
+566.3%
-11.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.7% | +14.5% | +13.6% |
| 7D | +24.0% | -0.3% | +24.2% | +23.9% |
| 30D | -21.5% | +2.6% | -24.1% | -22.9% |
| 3M | -23.4% | +16.3% | -39.6% | -31.2% |
| 6M | +114.9% | +6.4% | +108.5% | +98.6% |
| YTD | +325.4% | -11.4% | +336.9% | +323.2% |
| 1Y | +2,136.7% | -20.4% | +2,157.1% | +2,234.6% |
| 3Y | +2,835.0% | +56.5% | +2,778.5% | +2,112.0% |
| 5Y | +652.8% | +56.8% | +596.0% | +464.3% |
| 10Y | +1,513.9% | +176.2% | +1,337.7% | +829.2% |
| All | +554.7% | +566.3% | -11.7% | +93.3% |
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