+248.6%
AXTI vs COMP
-49.2%
+297.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +5.7% | +4.7% | +9.2% |
| 7D | -11.0% | +14.5% | -25.5% | -13.1% |
| 30D | -37.3% | +14.9% | -52.2% | -39.2% |
| 3M | -51.6% | -14.2% | -37.3% | -50.4% |
| 6M | -63.1% | +23.7% | -86.9% | -65.5% |
| YTD | +162.4% | +2.1% | +160.4% | +152.5% |
| 1Y | +353.6% | +26.2% | +327.4% | +317.1% |
| 3Y | +1,972.9% | +470.9% | +1,502.0% | +1,174.8% |
| 5Y | +370.0% | -14.0% | +384.0% | +325.7% |
| All | +248.6% | -49.2% | +297.8% | +255.0% |
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