+2,149.6%
AXTI vs ALM
+7,705.7%
-5,556.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.5% | +11.2% | +9.7% |
| 7D | +5.1% | -2.6% | +7.7% | +5.1% |
| 30D | -10.2% | +32.0% | -42.2% | -10.3% |
| 3M | -41.8% | -15.0% | -26.8% | -41.8% |
| 6M | +57.5% | -10.1% | +67.7% | +57.6% |
| YTD | +277.0% | +99.4% | +177.6% | +276.9% |
| 1Y | +1,982.4% | +316.4% | +1,666.1% | +1,981.1% |
| 3Y | +2,234.8% | +2,022.0% | +212.9% | +2,233.2% |
| 5Y | +528.3% | +941.2% | -412.8% | +527.8% |
| 10Y | +1,310.5% | +2,950.3% | -1,639.8% | +1,314.8% |
| All | +2,149.6% | +7,705.7% | -5,556.1% | +2,200.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling