+152.5%
JPM vs AXTI
+614.9%
-462.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.8% |
| 7D | -0.7% | +5.1% | -5.7% | -0.9% |
| 30D | -2.5% | -17.5% | +15.0% | -1.9% |
| 3M | +14.1% | -26.7% | +40.8% | +13.9% |
| 6M | +25.1% | +36.8% | -11.7% | +18.7% |
| YTD | +12.1% | +296.1% | -284.0% | -1.3% |
| 1Y | +18.8% | +1,810.6% | -1,791.8% | -6.3% |
| 3Y | +163.4% | +2,587.6% | -2,424.1% | +89.1% |
| All | +152.5% | +614.9% | -462.4% | +100.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling