+349.8%
AXTI vs DASH
-0.6%
+350.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.7% | +9.6% | +10.1% |
| 7D | -11.0% | -4.8% | -6.2% | -9.4% |
| 30D | -37.3% | -7.9% | -29.4% | -36.0% |
| 3M | -51.6% | -16.3% | -35.2% | -49.5% |
| 6M | -63.1% | +10.4% | -73.5% | -65.3% |
| YTD | +162.4% | -20.1% | +182.5% | +171.5% |
| 1Y | +353.6% | -11.4% | +365.0% | +352.6% |
| 3Y | +1,972.9% | +114.1% | +1,858.9% | +1,411.7% |
| 5Y | +370.0% | -5.8% | +375.7% | +291.7% |
| All | +349.8% | -0.6% | +350.4% | +261.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling