+762.7%
AXTI vs CP
+257.3%
+505.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.6% |
| 7D | +7.6% | +2.1% | +5.5% | +6.3% |
| 30D | -32.1% | +9.3% | -41.4% | -36.3% |
| 3M | -46.0% | +0.5% | -46.4% | -46.8% |
| 6M | -65.7% | +10.4% | -76.1% | -68.7% |
| YTD | +155.9% | +28.7% | +127.2% | +107.7% |
| 1Y | +300.8% | +33.2% | +267.6% | +217.3% |
| 3Y | +1,981.6% | +38.4% | +1,943.2% | +1,506.5% |
| 5Y | +359.3% | +26.2% | +333.1% | +274.2% |
| All | +762.7% | +257.3% | +505.3% | +364.8% |
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