+459.8%
AXTI vs COMP
-49.7%
+509.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.8% |
| 7D | +21.0% | +0.8% | +20.2% | +20.7% |
| 30D | -6.6% | -13.9% | +7.2% | -4.3% |
| 3M | -12.1% | +30.7% | -42.8% | -17.9% |
| 6M | +78.7% | +18.7% | +60.0% | +67.1% |
| YTD | +321.5% | +1.0% | +320.4% | +307.4% |
| 1Y | +2,166.8% | +15.1% | +2,151.7% | +2,009.9% |
| 3Y | +2,807.6% | +219.8% | +2,587.8% | +1,922.3% |
| 5Y | +651.5% | -28.7% | +680.1% | +613.6% |
| All | +459.8% | -49.7% | +509.5% | +472.6% |
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