+590.9%
JPM vs AXTI
+1,483.6%
-892.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | -0.7% | +5.1% | -5.7% | -1.1% |
| 30D | -2.5% | -17.5% | +15.0% | -1.7% |
| 3M | +14.1% | -26.7% | +40.8% | +13.8% |
| 6M | +25.1% | +36.8% | -11.7% | +15.5% |
| YTD | +12.1% | +296.1% | -284.0% | -7.7% |
| 1Y | +18.8% | +1,810.6% | -1,791.8% | -16.7% |
| 3Y | +163.4% | +2,587.6% | -2,424.1% | +61.3% |
| 5Y | +156.5% | +601.7% | -445.2% | +78.5% |
| All | +590.9% | +1,483.6% | -892.8% | +293.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling