+480.1%
AXTI vs CMS
+299.4%
+180.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.2% | +9.9% | +9.7% |
| 7D | +5.1% | +0.4% | +4.8% | +5.1% |
| 30D | -10.2% | -3.6% | -6.6% | -9.5% |
| 3M | -41.8% | -1.9% | -39.9% | -42.0% |
| 6M | +57.5% | -11.0% | +68.5% | +59.9% |
| YTD | +277.0% | +0.2% | +276.8% | +274.5% |
| 1Y | +1,982.4% | -1.3% | +1,983.7% | +1,970.2% |
| 3Y | +2,234.8% | +35.9% | +2,198.9% | +2,061.6% |
| 5Y | +528.3% | +23.1% | +505.3% | +488.7% |
| 10Y | +1,310.5% | +117.9% | +1,192.6% | +1,043.2% |
| All | +480.1% | +299.4% | +180.7% | +172.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling