+554.7%
AXTI vs CTAS
+3,199.6%
-2,644.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | 0.0% | +12.8% | +12.8% |
| 7D | +24.0% | 0.0% | +24.0% | +23.9% |
| 30D | -21.5% | -1.0% | -20.5% | -21.4% |
| 3M | -23.4% | +15.8% | -39.1% | -31.6% |
| 6M | +114.9% | -1.0% | +115.9% | +104.8% |
| YTD | +325.4% | +7.4% | +318.0% | +289.5% |
| 1Y | +2,136.7% | -0.1% | +2,136.8% | +2,018.9% |
| 3Y | +2,835.0% | +66.3% | +2,768.7% | +2,020.3% |
| 5Y | +652.8% | +111.0% | +541.8% | +381.8% |
| 10Y | +1,513.9% | +662.9% | +851.0% | +440.1% |
| All | +554.7% | +3,199.6% | -2,644.9% | +3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling