+769.8%
NKE vs AXTI
+516.2%
+253.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.1% | +4.2% | -1.6% |
| 7D | -5.5% | +15.1% | -20.7% | -6.4% |
| 30D | -10.4% | -12.3% | +1.9% | -10.2% |
| 3M | -15.8% | -24.1% | +8.3% | -16.4% |
| 6M | -33.4% | +46.0% | -79.5% | -38.1% |
| YTD | -41.0% | +295.7% | -336.7% | -49.8% |
| 1Y | -49.1% | +1,825.6% | -1,874.6% | -61.8% |
| 3Y | -59.8% | +2,630.0% | -2,689.8% | -72.6% |
| 5Y | -75.5% | +601.0% | -676.4% | -81.9% |
| 10Y | -23.5% | +1,459.0% | -1,482.5% | -49.5% |
| All | +769.8% | +516.2% | +253.6% | +390.6% |
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