+3,061.0%
AXTI vs CF
+5,315.1%
-2,254.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.7% | +5.2% | +5.7% |
| 7D | -29.4% | -3.2% | -26.2% | -29.1% |
| 30D | -51.3% | +4.3% | -55.6% | -52.1% |
| 3M | -48.3% | +2.8% | -51.1% | -49.5% |
| 6M | -62.9% | +0.6% | -63.5% | -63.8% |
| YTD | +137.8% | +56.6% | +81.2% | +101.6% |
| 1Y | +338.3% | +49.6% | +288.7% | +275.7% |
| 3Y | +1,590.4% | +61.5% | +1,528.9% | +1,285.6% |
| 5Y | +321.7% | +124.0% | +197.7% | +202.6% |
| 10Y | +655.0% | +573.2% | +81.8% | +292.5% |
| All | +3,061.0% | +5,315.1% | -2,254.2% | +865.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling