+480.1%
AXTI vs ADM
+869.2%
-389.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.3% | +9.4% | +9.6% |
| 7D | +5.1% | +3.8% | +1.4% | +4.0% |
| 30D | -10.2% | +9.8% | -19.9% | -12.9% |
| 3M | -41.8% | +2.1% | -44.0% | -42.5% |
| 6M | +57.5% | +27.5% | +30.0% | +46.4% |
| YTD | +277.0% | +50.2% | +226.8% | +235.5% |
| 1Y | +1,982.4% | +40.6% | +1,941.8% | +1,778.2% |
| 3Y | +2,234.8% | +17.2% | +2,217.6% | +2,056.8% |
| 5Y | +528.3% | +61.9% | +466.4% | +420.3% |
| 10Y | +1,310.5% | +159.3% | +1,151.2% | +918.1% |
| All | +480.1% | +869.2% | -389.0% | +185.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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