+1,539.9%
JPM vs AXTI
+556.3%
+983.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.4% |
| 7D | -0.4% | +21.0% | -21.4% | -2.4% |
| 30D | -1.4% | -6.6% | +5.2% | -1.5% |
| 3M | +13.9% | -12.1% | +26.0% | +11.4% |
| 6M | +23.5% | +78.7% | -55.2% | +8.2% |
| YTD | +11.6% | +321.5% | -309.8% | -13.2% |
| 1Y | +21.4% | +2,166.8% | -2,145.4% | -22.9% |
| 3Y | +163.4% | +2,807.6% | -2,644.2% | +46.1% |
| 5Y | +152.5% | +651.5% | -499.0% | +57.6% |
| 10Y | +592.1% | +1,560.5% | -968.3% | +251.7% |
| All | +1,539.9% | +556.3% | +983.6% | +444.4% |
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