+1,472.1%
AXTI vs CLF
+133.3%
+1,338.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.5% |
| 7D | +5.1% | -3.5% | +8.6% | +6.1% |
| 30D | -17.5% | -1.6% | -15.9% | -16.9% |
| 3M | -26.7% | -12.0% | -14.6% | -24.6% |
| 6M | +36.8% | +30.0% | +6.8% | +24.1% |
| YTD | +296.1% | -9.2% | +305.3% | +291.0% |
| 1Y | +1,810.6% | +2.3% | +1,808.3% | +1,697.3% |
| 3Y | +2,587.6% | -14.4% | +2,602.0% | +2,384.0% |
| 5Y | +601.7% | -48.3% | +650.1% | +611.5% |
| All | +1,472.1% | +133.3% | +1,338.8% | +832.6% |
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