+283.3%
AXTI vs ALHC
-60.6%
+343.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.5% | -4.8% | -7.0% |
| 7D | +18.6% | -0.8% | +19.4% | +18.6% |
| 30D | -32.6% | -9.6% | -23.0% | -31.7% |
| 3M | -44.5% | -44.5% | 0.0% | -41.0% |
| 6M | -64.6% | -59.2% | -5.4% | -61.7% |
| YTD | +166.3% | -62.0% | +228.3% | +188.0% |
| 1Y | +296.5% | -54.8% | +351.4% | +314.3% |
| 3Y | +2,099.0% | +25.0% | +2,074.0% | +1,657.2% |
| 5Y | +377.9% | -65.3% | +443.3% | +364.1% |
| All | +283.3% | -60.6% | +343.9% | +218.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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