+629.1%
AXTI vs DASH
+10.1%
+619.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -5.3% | +18.2% | +14.5% |
| 7D | +24.0% | -11.2% | +35.1% | +28.1% |
| 30D | -21.5% | -7.3% | -14.2% | -20.2% |
| 3M | -23.4% | +31.4% | -54.8% | -31.0% |
| 6M | +114.9% | +11.9% | +103.0% | +100.6% |
| YTD | +325.4% | -11.5% | +336.9% | +329.0% |
| 1Y | +2,136.7% | -20.0% | +2,156.7% | +2,220.3% |
| 3Y | +2,835.0% | +143.9% | +2,691.1% | +1,958.3% |
| 5Y | +652.8% | -0.2% | +653.1% | +518.2% |
| All | +629.1% | +10.1% | +619.0% | +471.5% |
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