+743.4%
AXTI vs SPYM
+82.9%
+660.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -1.5% |
| 7D | +5.1% | -0.8% | +5.9% | +6.6% |
| 30D | -17.5% | -1.1% | -16.4% | -15.8% |
| 3M | -26.7% | +3.9% | -30.6% | -30.0% |
| 6M | +36.8% | +13.6% | +23.1% | +11.8% |
| YTD | +296.1% | +12.7% | +283.4% | +234.5% |
| 1Y | +1,810.6% | +17.6% | +1,793.0% | +1,446.1% |
| 3Y | +2,587.6% | +77.2% | +2,510.3% | +1,140.3% |
| All | +743.4% | +82.9% | +660.4% | +302.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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