+957.8%
AAOI vs AXTI
+2,667.9%
-1,710.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -0.2% | +5.1% | -5.2% | -1.8% |
| 30D | -23.7% | -17.5% | -6.2% | -19.0% |
| 3M | -39.0% | -26.7% | -12.3% | -34.2% |
| 6M | -17.0% | +36.8% | -53.8% | -26.0% |
| YTD | +202.2% | +296.1% | -93.9% | +100.1% |
| 1Y | +292.4% | +1,810.6% | -1,518.2% | +76.4% |
| 3Y | +804.4% | +2,587.6% | -1,783.2% | +205.2% |
| 5Y | +1,318.0% | +601.7% | +716.3% | +542.5% |
| 10Y | +436.7% | +1,460.7% | -1,024.0% | +69.2% |
| All | +957.8% | +2,667.9% | -1,710.1% | +200.5% |
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