+392.3%
AXTI vs DASH
-2.1%
+394.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.5% | 0.0% | +19.5% | +19.5% |
| 7D | -1.2% | -10.2% | +9.0% | +2.8% |
| 30D | -24.2% | -8.2% | -16.0% | -22.6% |
| 3M | -36.3% | -15.9% | -20.4% | -33.8% |
| 6M | -62.7% | +13.3% | -76.0% | -65.2% |
| YTD | +187.3% | -21.3% | +208.6% | +198.7% |
| 1Y | +344.8% | -11.1% | +355.9% | +343.3% |
| 3Y | +2,272.2% | +103.8% | +2,168.4% | +1,659.2% |
| 5Y | +419.6% | -21.6% | +441.2% | +357.8% |
| All | +392.3% | -2.1% | +394.4% | +297.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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