+2,857.5%
AXTI vs CMG
+3,922.2%
-1,064.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +5.1% | -2.1% | +7.1% | +5.7% |
| 30D | -17.5% | +10.9% | -28.4% | -20.2% |
| 3M | -26.7% | +15.8% | -42.5% | -30.6% |
| 6M | +36.8% | +6.9% | +29.8% | +30.8% |
| YTD | +296.1% | -2.2% | +298.3% | +287.9% |
| 1Y | +1,810.6% | -7.1% | +1,817.7% | +1,781.6% |
| 3Y | +2,587.6% | -7.1% | +2,594.7% | +2,500.5% |
| 5Y | +601.7% | -4.8% | +606.5% | +565.9% |
| 10Y | +1,460.7% | +324.3% | +1,136.4% | +877.4% |
| All | +2,857.5% | +3,922.2% | -1,064.7% | +1,062.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling