+251.9%
QCOM vs AXTI
+807.1%
-555.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.3% | +7.6% | +1.4% |
| 7D | +13.0% | +18.6% | -5.6% | +9.9% |
| 30D | +0.2% | -32.6% | +32.8% | +4.8% |
| 3M | +9.2% | -44.5% | +53.7% | +15.7% |
| 6M | -15.0% | -64.6% | +49.6% | -7.9% |
| YTD | +5.2% | +166.3% | -161.1% | -22.5% |
| 1Y | +2.4% | +296.5% | -294.2% | -30.1% |
| 3Y | +52.0% | +2,099.0% | -2,047.0% | -35.7% |
| 5Y | +19.7% | +377.9% | -358.2% | -33.6% |
| All | +251.9% | +807.1% | -555.2% | +42.7% |
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