+743.4%
AXTI vs CME
+78.0%
+665.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.3% |
| 7D | +5.1% | -1.6% | +6.7% | +4.6% |
| 30D | -17.5% | +5.6% | -23.1% | -16.1% |
| 3M | -26.7% | +5.6% | -32.3% | -24.4% |
| 6M | +36.8% | -8.3% | +45.0% | +37.6% |
| YTD | +296.1% | +4.3% | +291.8% | +309.4% |
| 1Y | +1,810.6% | +9.1% | +1,801.5% | +1,886.8% |
| 3Y | +2,587.6% | +52.1% | +2,535.5% | +2,586.4% |
| All | +743.4% | +78.0% | +665.4% | +646.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling