+743.4%
AXTI vs COPX
+163.4%
+580.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +5.1% | -2.3% | +7.4% | +7.3% |
| 30D | -17.5% | +0.3% | -17.7% | -17.5% |
| 3M | -26.7% | +6.8% | -33.5% | -28.5% |
| 6M | +36.8% | +7.9% | +28.8% | +31.0% |
| YTD | +296.1% | +23.7% | +272.4% | +236.5% |
| 1Y | +1,810.6% | +71.5% | +1,739.1% | +1,199.5% |
| 3Y | +2,587.6% | +149.1% | +2,438.5% | +1,309.5% |
| All | +743.4% | +163.4% | +580.0% | +314.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 5y: compounded portfolio wealth divided by compounded COPX 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…
5y analysis · Full analysis span regression · 6 months rolling