+743.4%
AXTI vs COF
+44.8%
+698.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +5.1% | -5.1% | +10.2% | +8.3% |
| 30D | -17.5% | -6.0% | -11.4% | -14.7% |
| 3M | -26.7% | +14.8% | -41.5% | -33.8% |
| 6M | +36.8% | +15.3% | +21.4% | +20.8% |
| YTD | +296.1% | -13.0% | +309.2% | +322.1% |
| 1Y | +1,810.6% | -5.7% | +1,816.3% | +1,840.7% |
| 3Y | +2,587.6% | +118.1% | +2,469.4% | +1,530.5% |
| All | +743.4% | +44.8% | +698.5% | +514.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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