+1,679.0%
AXTI vs ACM
+228.1%
+1,450.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.8% | +13.7% | +13.2% |
| 7D | +24.0% | -0.3% | +24.3% | +24.0% |
| 30D | -21.5% | -12.9% | -8.6% | -17.9% |
| 3M | -23.4% | -6.4% | -17.0% | -23.2% |
| 6M | +114.9% | -29.2% | +144.1% | +142.4% |
| YTD | +325.4% | -29.9% | +355.4% | +380.6% |
| 1Y | +2,136.7% | -47.3% | +2,183.9% | +2,761.1% |
| 3Y | +2,835.0% | -19.6% | +2,854.6% | +3,071.6% |
| 5Y | +652.8% | +5.5% | +647.3% | +631.8% |
| 10Y | +1,513.9% | +129.7% | +1,384.2% | +1,073.6% |
| All | +1,679.0% | +228.1% | +1,450.9% | +993.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling