+787.3%
AXTI vs DBX
+22.6%
+764.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | -0.5% |
| 7D | +5.1% | +2.1% | +3.0% | +4.0% |
| 30D | -17.5% | +5.7% | -23.2% | -20.1% |
| 3M | -26.7% | +31.8% | -58.5% | -36.6% |
| 6M | +36.8% | +37.5% | -0.7% | +13.5% |
| YTD | +296.1% | +27.9% | +268.2% | +237.9% |
| 1Y | +1,810.6% | +15.0% | +1,795.6% | +1,605.3% |
| 3Y | +2,587.6% | +27.2% | +2,560.4% | +2,186.4% |
| 5Y | +601.7% | +12.8% | +589.0% | +511.6% |
| All | +787.3% | +22.6% | +764.6% | +546.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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