+689.7%
IBM vs AXTI
+487.0%
+202.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.7% | -9.6% | -0.5% |
| 7D | -0.3% | +5.1% | -5.4% | -0.7% |
| 30D | +0.3% | -10.2% | +10.4% | +0.3% |
| 3M | -21.6% | -41.8% | +20.2% | -20.9% |
| 6M | -4.7% | +57.5% | -62.2% | -12.6% |
| YTD | -19.1% | +277.0% | -296.1% | -31.6% |
| 1Y | -2.5% | +1,982.4% | -1,984.9% | -28.4% |
| 3Y | +74.2% | +2,234.8% | -2,160.7% | +18.0% |
| 5Y | +113.1% | +528.3% | -415.2% | +55.8% |
| 10Y | +133.5% | +1,310.5% | -1,177.0% | +47.3% |
| All | +689.7% | +487.0% | +202.6% | +310.1% |
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