+587.0%
AXTI vs BTDR
+23.3%
+563.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.7% | -0.4% |
| 7D | +21.0% | +14.8% | +6.2% | +17.9% |
| 30D | -6.6% | +41.8% | -48.4% | -12.5% |
| 3M | -12.1% | -29.2% | +17.1% | -6.8% |
| 6M | +78.7% | +66.2% | +12.5% | +64.5% |
| YTD | +321.5% | +10.0% | +311.5% | +309.9% |
| 1Y | +2,166.8% | -11.0% | +2,177.8% | +2,150.6% |
| 3Y | +2,807.6% | +6.9% | +2,800.7% | +2,492.4% |
| 5Y | +651.5% | +24.7% | +626.8% | +588.6% |
| All | +587.0% | +23.3% | +563.7% | +524.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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