+762.7%
AXTI vs CAPR
-65.7%
+828.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.9% | +3.0% | -3.7% |
| 7D | +7.6% | +5.9% | +1.7% | +7.5% |
| 30D | -32.1% | +44.6% | -76.7% | -32.7% |
| 3M | -46.0% | +126.4% | -172.3% | -47.2% |
| 6M | -65.7% | -68.6% | +2.9% | -65.3% |
| YTD | +155.9% | -67.0% | +222.9% | +157.9% |
| 1Y | +300.8% | +65.2% | +235.6% | +265.5% |
| 3Y | +1,981.6% | +235.6% | +1,746.0% | +1,680.9% |
| 5Y | +359.3% | +175.4% | +183.8% | +286.8% |
| All | +762.7% | -65.7% | +828.4% | +549.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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