+1,472.1%
AXTI vs ACM
+134.0%
+1,338.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.5% |
| 7D | +5.1% | -4.6% | +9.7% | +8.0% |
| 30D | -17.5% | +4.1% | -21.5% | -20.7% |
| 3M | -26.7% | -8.3% | -18.4% | -25.4% |
| 6M | +36.8% | -30.1% | +66.8% | +64.4% |
| YTD | +296.1% | -32.6% | +328.8% | +383.1% |
| 1Y | +1,810.6% | -49.6% | +1,860.2% | +2,718.8% |
| 3Y | +2,587.6% | -23.0% | +2,610.6% | +2,939.1% |
| 5Y | +601.7% | +2.0% | +599.8% | +565.8% |
| All | +1,472.1% | +134.0% | +1,338.1% | +944.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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