+609.4%
AXTI vs ABCL
-82.9%
+692.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.3% | -0.8% | -4.7% |
| 7D | +15.1% | -9.6% | +24.7% | +18.3% |
| 30D | -12.3% | +7.2% | -19.5% | -14.3% |
| 3M | -24.1% | +105.5% | -129.6% | -41.0% |
| 6M | +46.0% | +193.0% | -146.9% | +1.4% |
| YTD | +295.7% | +205.8% | +89.9% | +167.4% |
| 1Y | +1,825.6% | +144.4% | +1,681.2% | +1,270.2% |
| 3Y | +2,630.0% | +93.3% | +2,536.6% | +1,805.5% |
| 5Y | +601.0% | -44.9% | +645.9% | +508.6% |
| All | +609.4% | -82.9% | +692.3% | +578.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ABCL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling