+1,472.1%
AXTI vs CP
+232.0%
+1,240.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.2% |
| 7D | +5.1% | -2.6% | +7.7% | +6.8% |
| 30D | -17.5% | -3.7% | -13.7% | -15.5% |
| 3M | -26.7% | +0.1% | -26.8% | -27.4% |
| 6M | +36.8% | +7.8% | +28.9% | +26.6% |
| YTD | +296.1% | +21.7% | +274.4% | +237.6% |
| 1Y | +1,810.6% | +18.6% | +1,792.0% | +1,550.5% |
| 3Y | +2,587.6% | +17.5% | +2,570.0% | +2,242.8% |
| 5Y | +601.7% | +35.4% | +566.4% | +450.7% |
| All | +1,472.1% | +232.0% | +1,240.1% | +753.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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