+309.8%
AXTI vs CI
+1,480.4%
-1,170.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.7% | -5.6% | -6.9% |
| 7D | +18.6% | -1.7% | +20.3% | +18.9% |
| 30D | -32.6% | +4.9% | -37.5% | -33.6% |
| 3M | -44.5% | +7.4% | -51.9% | -46.0% |
| 6M | -64.6% | +0.4% | -65.0% | -65.1% |
| YTD | +166.3% | +9.5% | +156.8% | +157.1% |
| 1Y | +296.5% | +12.0% | +284.6% | +280.5% |
| 3Y | +2,099.0% | +7.1% | +2,091.9% | +1,978.7% |
| 5Y | +377.9% | +49.3% | +328.6% | +312.2% |
| 10Y | +816.6% | +146.6% | +670.0% | +584.2% |
| All | +309.8% | +1,480.4% | -1,170.6% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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