+762.7%
AXTI vs ACM
+132.6%
+630.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.5% | -4.2% |
| 7D | +7.6% | +5.6% | +2.0% | +4.2% |
| 30D | -32.1% | +20.8% | -52.9% | -39.7% |
| 3M | -46.0% | +11.4% | -57.4% | -50.6% |
| 6M | -65.7% | +0.9% | -66.6% | -67.3% |
| YTD | +155.9% | -24.8% | +180.7% | +192.1% |
| 1Y | +300.8% | -46.4% | +347.2% | +474.1% |
| 3Y | +1,981.6% | -9.2% | +1,990.8% | +2,015.9% |
| 5Y | +359.3% | +5.0% | +354.3% | +323.6% |
| All | +762.7% | +132.6% | +630.1% | +408.2% |
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