+743.4%
AXTI vs CBOE
+136.7%
+606.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | -0.2% |
| 7D | +5.1% | -5.8% | +10.9% | +4.3% |
| 30D | -17.5% | -3.1% | -14.3% | -17.8% |
| 3M | -26.7% | -4.8% | -21.9% | -26.9% |
| 6M | +36.8% | -0.6% | +37.3% | +39.3% |
| YTD | +296.1% | +12.8% | +283.4% | +311.6% |
| 1Y | +1,810.6% | +19.8% | +1,790.8% | +1,907.3% |
| 3Y | +2,587.6% | +86.9% | +2,500.6% | +2,549.3% |
| All | +743.4% | +136.7% | +606.7% | +625.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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