+797.7%
AXTI vs ACGL
+322.9%
+474.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.1% | -7.4% | -7.3% |
| 7D | +18.6% | -1.2% | +19.8% | +18.9% |
| 30D | -32.6% | +12.8% | -45.4% | -35.6% |
| 3M | -44.5% | +12.3% | -56.8% | -47.2% |
| 6M | -64.6% | +15.8% | -80.4% | -67.3% |
| YTD | +166.3% | +13.9% | +152.4% | +144.7% |
| 1Y | +296.5% | +19.0% | +277.5% | +257.3% |
| 3Y | +2,099.0% | +33.7% | +2,065.3% | +1,739.9% |
| 5Y | +377.9% | +173.4% | +204.5% | +167.8% |
| All | +797.7% | +322.9% | +474.8% | +401.6% |
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