+253.7%
AXTI vs COMP
-52.8%
+306.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.1% | -5.2% | -6.9% |
| 7D | +18.6% | +8.9% | +9.7% | +16.8% |
| 30D | -32.6% | +14.0% | -46.6% | -34.4% |
| 3M | -44.5% | -21.1% | -23.4% | -42.1% |
| 6M | -64.6% | +20.1% | -84.7% | -66.6% |
| YTD | +166.3% | -5.0% | +171.3% | +160.5% |
| 1Y | +296.5% | +5.7% | +290.9% | +278.8% |
| 3Y | +2,099.0% | +412.2% | +1,686.7% | +1,286.8% |
| 5Y | +377.9% | -12.1% | +390.0% | +329.1% |
| All | +253.7% | -52.8% | +306.4% | +266.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling