+1,189.5%
AXTI vs ALC
+24.0%
+1,165.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.2% | +11.9% | +10.5% |
| 7D | +5.1% | -2.1% | +7.2% | +5.9% |
| 30D | -10.2% | -0.1% | -10.1% | -10.7% |
| 3M | -41.8% | +5.9% | -47.7% | -45.0% |
| 6M | +57.5% | -15.9% | +73.5% | +65.7% |
| YTD | +277.0% | -10.1% | +287.1% | +279.5% |
| 1Y | +1,982.4% | -10.2% | +1,992.7% | +1,993.0% |
| 3Y | +2,234.8% | -13.6% | +2,248.4% | +2,177.9% |
| 5Y | +528.3% | -15.1% | +543.5% | +514.7% |
| All | +1,189.5% | +24.0% | +1,165.5% | +868.7% |
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