+456.7%
AXTI vs DD
+49.3%
+407.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.8% | -5.6% | -5.8% |
| 7D | -26.2% | +8.7% | -34.8% | -31.5% |
| 30D | -45.1% | +15.3% | -60.5% | -51.9% |
| 3M | -27.2% | +5.9% | -33.1% | -31.0% |
| 6M | -55.2% | +11.6% | -66.7% | -59.2% |
| YTD | +190.8% | +26.5% | +164.2% | +138.0% |
| 1Y | +456.7% | +35.4% | +421.3% | +335.7% |
| All | +456.7% | +49.3% | +407.4% | +335.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling