+1,427.0%
AXTI vs ALM
+3,551.9%
-2,124.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +7.7% | -11.6% | -4.0% |
| 7D | +7.6% | +1.2% | +6.4% | +7.6% |
| 30D | -32.1% | -19.3% | -12.7% | -32.0% |
| 3M | -46.0% | -40.6% | -5.3% | -45.8% |
| 6M | -65.7% | -57.9% | -7.8% | -65.5% |
| YTD | +155.9% | -6.7% | +162.6% | +156.9% |
| 1Y | +300.8% | +20.2% | +280.6% | +302.3% |
| 3Y | +1,981.6% | +879.4% | +1,102.1% | +1,988.9% |
| 5Y | +359.3% | +415.3% | -56.0% | +360.9% |
| 10Y | +780.8% | +2,100.8% | -1,320.0% | +788.1% |
| All | +1,427.0% | +3,551.9% | -2,124.9% | +1,467.8% |
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