+2,759.3%
AXTI vs CME
+52.6%
+2,706.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -1.6% |
| 7D | +21.0% | -0.6% | +21.6% | +20.5% |
| 30D | -6.6% | +4.7% | -11.3% | -2.8% |
| 3M | -12.1% | +7.8% | -19.9% | -4.2% |
| 6M | +78.7% | -11.0% | +89.7% | +70.5% |
| YTD | +321.5% | +4.0% | +317.4% | +362.0% |
| 1Y | +2,166.8% | +9.1% | +2,157.7% | +2,502.2% |
| All | +2,759.3% | +52.6% | +2,706.7% | +4,136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 3y: compounded portfolio wealth divided by compounded CME 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…
3y analysis · Full analysis span regression · 6 months rolling