-23.4%
AXTI vs ALM
+10.1%
-33.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +8.8% | +4.0% | +4.9% |
| 7D | +24.0% | +8.4% | +15.6% | +15.4% |
| 30D | -21.5% | +34.8% | -56.3% | -39.6% |
| 3M | -23.4% | +16.2% | -39.6% | -34.5% |
| All | -23.4% | +10.1% | -33.5% | -34.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling