+2,317.3%
AXTI vs BURL
+63.9%
+2,253.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.6% | +7.1% | +8.7% |
| 7D | +5.1% | -2.8% | +7.9% | +6.1% |
| 30D | -10.2% | -28.2% | +18.0% | +1.0% |
| 3M | -41.8% | -17.6% | -24.3% | -38.8% |
| 6M | +57.5% | -11.8% | +69.3% | +58.4% |
| YTD | +277.0% | -8.1% | +285.1% | +275.1% |
| 1Y | +1,982.4% | -12.0% | +1,994.4% | +1,987.4% |
| All | +2,317.3% | +63.9% | +2,253.3% | +1,936.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 3y: compounded portfolio wealth divided by compounded BURL 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…
3y analysis · Full analysis span regression · 6 months rolling