+1,472.1%
AXTI vs CG
+314.7%
+1,157.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +1.1% |
| 7D | +5.1% | -9.9% | +14.9% | +11.5% |
| 30D | -17.5% | -11.7% | -5.8% | -12.1% |
| 3M | -26.7% | -4.3% | -22.4% | -25.3% |
| 6M | +36.8% | -8.8% | +45.5% | +41.6% |
| YTD | +296.1% | -26.9% | +323.0% | +365.4% |
| 1Y | +1,810.6% | -35.4% | +1,846.0% | +2,322.0% |
| 3Y | +2,587.6% | +43.0% | +2,544.5% | +2,038.5% |
| 5Y | +601.7% | +1.9% | +599.8% | +549.8% |
| All | +1,472.1% | +314.7% | +1,157.4% | +679.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling