+2,587.6%
AXTI vs CARR
+1.4%
+2,586.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.9% |
| 7D | +5.1% | -3.8% | +8.8% | +7.9% |
| 30D | -17.5% | -8.9% | -8.5% | -11.8% |
| 3M | -26.7% | -17.3% | -9.4% | -16.2% |
| 6M | +36.8% | -1.4% | +38.2% | +34.4% |
| YTD | +296.1% | +10.0% | +286.2% | +256.5% |
| 1Y | +1,810.6% | -6.4% | +1,817.0% | +1,846.3% |
| 3Y | +2,587.6% | +1.5% | +2,586.0% | +2,307.0% |
| All | +2,587.6% | +1.4% | +2,586.2% | +2,307.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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