+554.7%
AXTI vs AME
+6,746.4%
-6,191.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | 0.0% | +12.8% | +12.8% |
| 7D | +24.0% | +2.8% | +21.2% | +22.0% |
| 30D | -21.5% | -6.3% | -15.2% | -18.0% |
| 3M | -23.4% | +5.4% | -28.8% | -24.9% |
| 6M | +114.9% | +7.4% | +107.5% | +107.7% |
| YTD | +325.4% | +16.2% | +309.3% | +294.9% |
| 1Y | +2,136.7% | +26.8% | +2,109.8% | +1,873.6% |
| 3Y | +2,835.0% | +57.5% | +2,777.5% | +2,223.3% |
| 5Y | +652.8% | +84.8% | +568.0% | +449.4% |
| 10Y | +1,513.9% | +424.3% | +1,089.6% | +579.7% |
| All | +554.7% | +6,746.4% | -6,191.7% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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