+1,472.1%
AXTI vs CMG
+327.5%
+1,144.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +5.1% | -2.1% | +7.1% | +5.9% |
| 30D | -17.5% | +10.9% | -28.4% | -21.0% |
| 3M | -26.7% | +15.8% | -42.5% | -31.7% |
| 6M | +36.8% | +6.9% | +29.8% | +29.1% |
| YTD | +296.1% | -2.2% | +298.3% | +285.6% |
| 1Y | +1,810.6% | -7.1% | +1,817.7% | +1,772.9% |
| 3Y | +2,587.6% | -7.1% | +2,594.7% | +2,438.4% |
| 5Y | +601.7% | -4.8% | +606.5% | +536.9% |
| All | +1,472.1% | +327.5% | +1,144.6% | +797.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling