+762.7%
AXTI vs CL
+88.0%
+674.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.8% | -5.7% | -3.4% |
| 7D | +7.6% | +3.2% | +4.4% | +8.5% |
| 30D | -32.1% | +8.0% | -40.1% | -30.2% |
| 3M | -46.0% | +7.9% | -53.8% | -44.2% |
| 6M | -65.7% | +14.7% | -80.4% | -64.1% |
| YTD | +155.9% | +29.2% | +126.7% | +169.5% |
| 1Y | +300.8% | +29.5% | +271.2% | +322.3% |
| 3Y | +1,981.6% | +40.7% | +1,940.9% | +2,056.6% |
| 5Y | +359.3% | +43.9% | +315.4% | +372.8% |
| All | +762.7% | +88.0% | +674.7% | +723.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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