+238.4%
BAC vs AXTI
+487.0%
-248.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.7% | -9.7% | -0.9% |
| 7D | +1.1% | +5.1% | -4.0% | +0.6% |
| 30D | -0.4% | -10.2% | +9.8% | -0.4% |
| 3M | +16.9% | -41.8% | +58.7% | +18.7% |
| 6M | +26.6% | +57.5% | -30.9% | +12.4% |
| YTD | +15.8% | +277.0% | -261.2% | -8.2% |
| 1Y | +27.2% | +1,982.4% | -1,955.3% | -17.3% |
| 3Y | +132.4% | +2,234.8% | -2,102.4% | +35.4% |
| 5Y | +72.6% | +528.3% | -455.8% | +12.0% |
| 10Y | +389.7% | +1,310.5% | -920.8% | +164.9% |
| All | +238.4% | +487.0% | -248.6% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTI.
Daily Out/Under-Performance
Portfolio return minus AXTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTI 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 AXTI 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