+743.4%
AXTI vs ACM
+1.2%
+742.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -20.9% |
| 3M | -26.7% | -8.3% | -18.4% | -25.3% |
| 6M | +36.8% | -30.1% | +66.8% | +69.0% |
| YTD | +296.1% | -32.6% | +328.8% | +396.8% |
| 1Y | +1,810.6% | -49.6% | +1,860.2% | +2,926.5% |
| 3Y | +2,587.6% | -23.0% | +2,610.6% | +2,940.4% |
| All | +743.4% | +1.2% | +742.1% | +702.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling