+554.7%
AXTI vs CHRW
+4,339.9%
-3,785.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +1.7% | +11.2% | +12.3% |
| 7D | +24.0% | +1.9% | +22.0% | +23.2% |
| 30D | -21.5% | +0.9% | -22.4% | -21.8% |
| 3M | -23.4% | -19.9% | -3.5% | -19.1% |
| 6M | +114.9% | -15.8% | +130.7% | +119.5% |
| YTD | +325.4% | -5.6% | +331.0% | +315.1% |
| 1Y | +2,136.7% | +21.0% | +2,115.6% | +1,881.1% |
| 3Y | +2,835.0% | +86.0% | +2,749.0% | +2,048.5% |
| 5Y | +652.8% | +88.6% | +564.2% | +440.6% |
| 10Y | +1,513.9% | +169.3% | +1,344.6% | +880.8% |
| All | +554.7% | +4,339.9% | -3,785.2% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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