+1,470.4%
AXTI vs CAPR
-78.6%
+1,549.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.9% | -2.2% | -6.0% |
| 7D | +15.1% | -10.6% | +25.7% | +15.4% |
| 30D | -12.3% | +111.2% | -123.5% | -14.1% |
| 3M | -24.1% | -67.2% | +43.1% | -23.3% |
| 6M | +46.0% | -75.1% | +121.2% | +48.5% |
| YTD | +295.7% | -71.2% | +367.0% | +300.6% |
| 1Y | +1,825.6% | +31.1% | +1,794.5% | +1,667.5% |
| 3Y | +2,630.0% | +31.3% | +2,598.6% | +2,305.2% |
| 5Y | +601.0% | +69.4% | +531.6% | +500.4% |
| All | +1,470.4% | -78.6% | +1,549.0% | +1,139.0% |
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