+1.5%
IBM vs AXTX
-69.7%
+71.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +25.3% | -26.5% | -0.6% |
| 7D | +0.3% | +49.3% | -49.0% | +1.3% |
| 30D | -1.5% | -49.1% | +47.6% | -2.4% |
| 3M | -16.8% | -72.6% | +55.8% | -13.1% |
| All | +1.5% | -69.7% | +71.2% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling