+1,470.4%
AXTI vs CMS
+120.6%
+1,349.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.7% | -5.4% | -6.1% |
| 7D | +15.1% | -1.3% | +16.5% | +15.1% |
| 30D | -12.3% | -2.8% | -9.5% | -12.3% |
| 3M | -24.1% | -7.1% | -17.0% | -24.3% |
| 6M | +46.0% | -10.0% | +56.1% | +46.1% |
| YTD | +295.7% | -0.9% | +296.7% | +294.2% |
| 1Y | +1,825.6% | -2.0% | +1,827.6% | +1,817.3% |
| 3Y | +2,630.0% | +33.0% | +2,597.0% | +2,525.1% |
| 5Y | +601.0% | +24.3% | +576.7% | +578.1% |
| All | +1,470.4% | +120.6% | +1,349.8% | +1,431.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CMS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling