+239.9%
QCOM vs AXTI
+719.0%
-479.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.4% | +9.6% | +2.4% |
| 7D | +5.5% | -23.4% | +29.0% | +9.2% |
| 30D | -1.1% | -42.6% | +41.5% | +6.0% |
| 3M | +7.6% | -46.7% | +54.3% | +14.9% |
| 6M | -20.1% | -66.2% | +46.1% | -12.5% |
| YTD | +3.0% | +140.4% | -137.4% | -22.7% |
| 1Y | +3.2% | +276.5% | -273.3% | -28.8% |
| 3Y | +48.9% | +1,885.4% | -1,836.5% | -35.8% |
| 5Y | +21.1% | +350.3% | -329.2% | -32.2% |
| All | +239.9% | +719.0% | -479.1% | +39.8% |
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