+651.5%
AXTI vs CMS
+23.1%
+628.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -1.0% |
| 7D | +21.0% | +0.2% | +20.8% | +21.0% |
| 30D | -6.6% | -1.3% | -5.3% | -6.7% |
| 3M | -12.1% | -5.4% | -6.7% | -12.7% |
| 6M | +78.7% | -10.3% | +89.0% | +78.4% |
| YTD | +321.5% | -0.2% | +321.7% | +318.4% |
| 1Y | +2,166.8% | -0.9% | +2,167.6% | +2,146.1% |
| 3Y | +2,807.6% | +34.0% | +2,773.6% | +2,560.9% |
| 5Y | +651.5% | +23.6% | +627.9% | +588.2% |
| All | +651.5% | +23.1% | +628.4% | +588.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling