+442.6%
AXTI vs ALHC
-28.9%
+471.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | 0.0% | +9.7% | +9.7% |
| 7D | +5.1% | -0.6% | +5.7% | +5.2% |
| 30D | -10.2% | -1.0% | -9.1% | -10.0% |
| 3M | -41.8% | -10.2% | -31.7% | -42.6% |
| 6M | +57.5% | -28.3% | +85.8% | +59.1% |
| YTD | +277.0% | -31.4% | +308.4% | +283.1% |
| 1Y | +1,982.4% | -16.9% | +1,999.4% | +1,937.5% |
| 3Y | +2,234.8% | +135.5% | +2,099.4% | +1,613.2% |
| 5Y | +528.3% | -33.6% | +562.0% | +460.6% |
| All | +442.6% | -28.9% | +471.5% | +323.3% |
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