+1,500.0%
AXTI vs BURL
+970.5%
+529.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.6% | +7.5% | +6.4% |
| 7D | -29.4% | +4.1% | -33.5% | -30.3% |
| 30D | -51.3% | -9.5% | -41.8% | -50.0% |
| 3M | -48.3% | -33.5% | -14.8% | -42.2% |
| 6M | -62.9% | -22.1% | -40.8% | -61.1% |
| YTD | +137.8% | -14.6% | +152.4% | +143.2% |
| 1Y | +338.3% | -8.4% | +346.7% | +337.0% |
| 3Y | +1,590.4% | +86.6% | +1,503.9% | +1,270.4% |
| 5Y | +321.7% | -17.2% | +338.9% | +309.7% |
| 10Y | +655.0% | +256.4% | +398.6% | +481.5% |
| All | +1,500.0% | +970.5% | +529.5% | +1,063.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling