+3.8%
FIVE vs AXTX
-84.1%
+87.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -14.4% | +13.0% | -1.3% |
| 7D | +2.4% | +33.6% | -31.2% | +2.3% |
| 30D | +15.8% | -65.7% | +81.6% | +14.8% |
| 3M | +3.8% | -82.2% | +86.0% | +2.8% |
| All | +3.8% | -84.1% | +87.9% | +2.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling