+215.8%
AXTI vs COMP
-52.0%
+267.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +10.7% | -4.9% | +3.7% |
| 7D | -29.4% | +13.4% | -42.8% | -31.1% |
| 30D | -51.3% | +11.1% | -62.4% | -52.5% |
| 3M | -48.3% | -18.8% | -29.4% | -46.5% |
| 6M | -62.9% | +10.5% | -73.4% | -64.5% |
| YTD | +137.8% | -3.4% | +141.2% | +131.2% |
| 1Y | +338.3% | +19.7% | +318.6% | +307.2% |
| 3Y | +1,590.4% | +381.6% | +1,208.8% | +977.4% |
| 5Y | +321.7% | -17.6% | +339.3% | +284.6% |
| All | +215.8% | -52.0% | +267.8% | +225.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling