+508.9%
AXTI vs AFL
+2,289.2%
-1,780.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.2% | -5.9% | -6.0% |
| 7D | +15.1% | -3.3% | +18.4% | +16.0% |
| 30D | -12.3% | -5.0% | -7.3% | -11.2% |
| 3M | -24.1% | -1.8% | -22.4% | -24.3% |
| 6M | +46.0% | +4.8% | +41.2% | +42.8% |
| YTD | +295.7% | +5.4% | +290.3% | +285.5% |
| 1Y | +1,825.6% | +9.0% | +1,816.6% | +1,753.3% |
| 3Y | +2,630.0% | +63.0% | +2,566.9% | +2,247.3% |
| 5Y | +601.0% | +134.5% | +466.5% | +446.6% |
| 10Y | +1,459.0% | +298.6% | +1,160.4% | +956.7% |
| All | +508.9% | +2,289.2% | -1,780.3% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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