+775.3%
AXTI vs ALC
+30.4%
+744.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.2% | -7.1% | -4.9% |
| 7D | +7.6% | -1.1% | +8.7% | +7.9% |
| 30D | -32.1% | +16.0% | -48.1% | -36.1% |
| 3M | -46.0% | +0.8% | -46.8% | -46.9% |
| 6M | -65.7% | +16.8% | -82.5% | -69.4% |
| YTD | +155.9% | -5.5% | +161.4% | +150.0% |
| 1Y | +300.8% | -5.3% | +306.0% | +288.9% |
| 3Y | +1,981.6% | +4.1% | +1,977.5% | +1,700.1% |
| 5Y | +359.3% | -7.1% | +366.3% | +325.2% |
| All | +775.3% | +30.4% | +744.9% | +538.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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