+745.6%
AXTI vs BROS
+35.1%
+710.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | +5.1% | -5.8% | +10.8% | +6.4% |
| 30D | -17.5% | -14.0% | -3.5% | -14.9% |
| 3M | -26.7% | -32.5% | +5.8% | -21.6% |
| 6M | +36.8% | -14.9% | +51.7% | +36.6% |
| YTD | +296.1% | -28.3% | +324.4% | +312.8% |
| 1Y | +1,810.6% | -34.0% | +1,844.6% | +1,911.9% |
| 3Y | +2,587.6% | +63.0% | +2,524.6% | +2,157.0% |
| All | +745.6% | +35.1% | +710.5% | +697.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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