+743.4%
AXTI vs CARR
+8.3%
+735.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.9% |
| 7D | +5.1% | -3.8% | +8.8% | +7.8% |
| 30D | -17.5% | -8.9% | -8.5% | -12.1% |
| 3M | -26.7% | -17.3% | -9.4% | -16.6% |
| 6M | +36.8% | -1.4% | +38.2% | +35.4% |
| YTD | +296.1% | +10.0% | +286.2% | +261.4% |
| 1Y | +1,810.6% | -6.4% | +1,817.0% | +1,847.9% |
| 3Y | +2,587.6% | +1.5% | +2,586.0% | +2,471.5% |
| All | +743.4% | +8.3% | +735.0% | +590.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling