+27.9%
COMP vs AXTX
-92.1%
+120.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -14.4% | +12.2% | -2.1% |
| 7D | +8.9% | +33.6% | -24.7% | +9.1% |
| 30D | +14.0% | -65.7% | +79.7% | +12.7% |
| 3M | -21.1% | -82.2% | +61.1% | -22.2% |
| 6M | +20.1% | -96.8% | +116.9% | +15.0% |
| All | +27.9% | -92.1% | +120.0% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTX.
Daily Out/Under-Performance
Portfolio return minus AXTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTX 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 10y: compounded portfolio wealth divided by compounded AXTX 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…
10y analysis · Full analysis span regression · 6 months rolling