+2,759.3%
AXTI vs CTAS
+66.0%
+2,693.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -1.0% |
| 7D | +21.0% | +1.0% | +20.0% | +21.2% |
| 30D | -6.6% | -1.1% | -5.6% | -6.7% |
| 3M | -12.1% | +11.5% | -23.6% | -13.1% |
| 6M | +78.7% | +0.2% | +78.5% | +84.3% |
| YTD | +321.5% | +7.2% | +314.3% | +321.4% |
| 1Y | +2,166.8% | 0.0% | +2,166.8% | +2,239.2% |
| All | +2,759.3% | +66.0% | +2,693.3% | +2,119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 3y: compounded portfolio wealth divided by compounded CTAS 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…
3y analysis · Full analysis span regression · 6 months rolling