+868.5%
AXTI vs ACGL
+322.7%
+545.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.5% | 0.0% | +19.5% | +19.5% |
| 7D | -1.2% | -1.4% | +0.2% | -0.9% |
| 30D | -24.2% | +12.4% | -36.6% | -27.4% |
| 3M | -36.3% | +11.1% | -47.4% | -39.2% |
| 6M | -62.7% | +16.3% | -79.0% | -65.6% |
| YTD | +187.3% | +13.8% | +173.5% | +164.0% |
| 1Y | +344.8% | +20.4% | +324.4% | +298.8% |
| 3Y | +2,272.2% | +33.6% | +2,238.6% | +1,885.3% |
| 5Y | +419.6% | +176.8% | +242.7% | +189.3% |
| All | +868.5% | +322.7% | +545.8% | +441.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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