+317.2%
AXTI vs CF
+120.6%
+196.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.7% | +5.2% | +5.9% |
| 7D | -29.4% | -3.2% | -26.2% | -29.3% |
| 30D | -51.3% | +4.3% | -55.6% | -51.3% |
| 3M | -48.3% | +2.8% | -51.1% | -48.4% |
| 6M | -62.9% | +0.6% | -63.5% | -63.1% |
| YTD | +137.8% | +56.6% | +81.2% | +117.1% |
| 1Y | +338.3% | +49.6% | +288.7% | +303.2% |
| 3Y | +1,590.4% | +61.5% | +1,528.9% | +1,397.6% |
| All | +317.2% | +120.6% | +196.6% | +237.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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