+1,982.4%
AXTI vs CMG
-11.4%
+1,993.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.6% | +11.3% | +9.5% |
| 7D | +5.1% | -2.8% | +7.9% | +4.9% |
| 30D | -10.2% | +7.1% | -17.3% | -9.8% |
| 3M | -41.8% | +31.2% | -73.0% | -39.6% |
| 6M | +57.5% | +0.7% | +56.8% | +64.3% |
| YTD | +277.0% | -0.1% | +277.1% | +292.9% |
| 1Y | +1,982.4% | -10.7% | +1,993.2% | +2,169.6% |
| All | +1,982.4% | -11.4% | +1,993.8% | +2,169.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 1y: compounded portfolio wealth divided by compounded CMG 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…
1y analysis · Full analysis span regression · 6 months rolling