+762.7%
AXTI vs ALM
+2,100.8%
-1,338.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +7.7% | -11.6% | -4.8% |
| 7D | +7.6% | +1.2% | +6.4% | +7.5% |
| 30D | -32.1% | -19.3% | -12.7% | -30.1% |
| 3M | -46.0% | -40.6% | -5.3% | -42.3% |
| 6M | -65.7% | -57.9% | -7.8% | -62.1% |
| YTD | +155.9% | -6.7% | +162.6% | +171.3% |
| 1Y | +300.8% | +20.2% | +280.6% | +318.8% |
| 3Y | +1,981.6% | +879.4% | +1,102.1% | +1,810.0% |
| 5Y | +359.3% | +415.3% | -56.0% | +327.4% |
| All | +762.7% | +2,100.8% | -1,338.1% | +617.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling