+762.7%
AXTI vs CLF
+74.2%
+688.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.2% | -0.7% | -2.9% |
| 7D | +7.6% | +10.4% | -2.8% | +4.5% |
| 30D | -32.1% | +0.6% | -32.6% | -31.6% |
| 3M | -46.0% | +4.1% | -50.1% | -46.2% |
| 6M | -65.7% | +15.1% | -80.8% | -67.6% |
| YTD | +155.9% | -4.7% | +160.6% | +150.2% |
| 1Y | +300.8% | +20.4% | +280.4% | +265.8% |
| 3Y | +1,981.6% | -23.4% | +2,005.0% | +1,908.8% |
| 5Y | +359.3% | -43.3% | +402.5% | +358.1% |
| All | +762.7% | +74.2% | +688.5% | +470.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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