+651.5%
AXTI vs CL
+27.0%
+624.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -1.2% |
| 7D | +21.0% | -2.3% | +23.3% | +19.4% |
| 30D | -6.6% | -5.5% | -1.1% | -9.2% |
| 3M | -12.1% | +0.8% | -12.9% | -10.5% |
| 6M | +78.7% | -4.2% | +82.9% | +79.9% |
| YTD | +321.5% | +13.4% | +308.0% | +348.7% |
| 1Y | +2,166.8% | +7.1% | +2,159.7% | +2,301.8% |
| 3Y | +2,807.6% | +29.0% | +2,778.6% | +3,052.7% |
| 5Y | +651.5% | +28.3% | +623.2% | +733.1% |
| All | +651.5% | +27.0% | +624.4% | +733.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling