+400.7%
AXTI vs COMP
-47.7%
+448.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.5% | +9.1% | +9.6% |
| 7D | +5.1% | +1.4% | +3.8% | +4.8% |
| 30D | -10.2% | -13.3% | +3.2% | -7.9% |
| 3M | -41.8% | +41.1% | -83.0% | -46.6% |
| 6M | +57.5% | +17.2% | +40.4% | +48.4% |
| YTD | +277.0% | +5.2% | +271.8% | +261.8% |
| 1Y | +1,982.4% | +18.9% | +1,963.5% | +1,827.9% |
| 3Y | +2,234.8% | +215.9% | +2,018.9% | +1,531.0% |
| 5Y | +528.3% | -31.2% | +559.5% | +503.5% |
| All | +400.7% | -47.7% | +448.4% | +408.5% |
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