+743.4%
AXTI vs CRL
-37.1%
+780.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.6% |
| 7D | +5.1% | -3.5% | +8.6% | +6.3% |
| 30D | -17.5% | -2.1% | -15.3% | -16.9% |
| 3M | -26.7% | +48.0% | -74.6% | -37.4% |
| 6M | +36.8% | +64.7% | -28.0% | +10.8% |
| YTD | +296.1% | +39.5% | +256.7% | +241.7% |
| 1Y | +1,810.6% | +74.2% | +1,736.4% | +1,400.6% |
| 3Y | +2,587.6% | +39.4% | +2,548.2% | +2,187.9% |
| All | +743.4% | -37.1% | +780.5% | +742.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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