+1,472.1%
AXTI vs CHTR
-44.7%
+1,516.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.6% |
| 7D | +5.1% | -4.1% | +9.2% | +5.7% |
| 30D | -17.5% | -3.0% | -14.5% | -17.8% |
| 3M | -26.7% | +4.8% | -31.4% | -29.2% |
| 6M | +36.8% | -35.0% | +71.8% | +47.0% |
| YTD | +296.1% | -30.2% | +326.3% | +313.7% |
| 1Y | +1,810.6% | -44.8% | +1,855.4% | +2,032.2% |
| 3Y | +2,587.6% | -66.6% | +2,654.1% | +3,241.2% |
| 5Y | +601.7% | -81.5% | +683.2% | +955.9% |
| All | +1,472.1% | -44.7% | +1,516.8% | +1,648.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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