+736.6%
IBM vs AXTI
+298.5%
+438.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +1.3% |
| 7D | +1.6% | +7.6% | -6.0% | +0.9% |
| 30D | +9.2% | -32.1% | +41.3% | +11.1% |
| 3M | +4.9% | -46.0% | +50.9% | +7.4% |
| 6M | +16.8% | -65.7% | +82.5% | +20.1% |
| YTD | -14.3% | +155.9% | -170.2% | -26.5% |
| 1Y | -16.7% | +300.8% | -317.5% | -31.3% |
| 3Y | +82.2% | +1,981.6% | -1,899.4% | +22.6% |
| 5Y | +149.9% | +359.3% | -209.3% | +84.6% |
| 10Y | +142.6% | +780.8% | -638.3% | +56.3% |
| All | +736.6% | +298.5% | +438.1% | +340.1% |
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