+1,017.4%
SPY vs AXTI
+562.5%
+454.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +12.8% | -13.4% | -1.5% |
| 7D | +0.5% | +24.0% | -23.4% | -1.1% |
| 30D | -0.9% | -21.5% | +20.5% | +0.2% |
| 3M | +3.9% | -23.4% | +27.3% | +3.3% |
| 6M | +14.5% | +114.9% | -100.4% | +2.4% |
| YTD | +12.9% | +325.4% | -312.5% | -6.3% |
| 1Y | +19.4% | +2,136.7% | -2,117.3% | -14.5% |
| 3Y | +78.5% | +2,835.0% | -2,756.6% | +15.9% |
| 5Y | +81.8% | +652.8% | -571.1% | +28.9% |
| 10Y | +311.5% | +1,513.9% | -1,202.4% | +153.8% |
| All | +1,017.4% | +562.5% | +454.9% | +444.1% |
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