+1,472.1%
AXTI vs DD
+66.6%
+1,405.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +5.1% | -3.5% | +8.6% | +7.5% |
| 30D | -17.5% | -11.7% | -5.8% | -10.3% |
| 3M | -26.7% | -9.2% | -17.5% | -21.1% |
| 6M | +36.8% | -7.2% | +43.9% | +44.2% |
| YTD | +296.1% | +6.6% | +289.5% | +282.2% |
| 1Y | +1,810.6% | +32.0% | +1,778.6% | +1,518.6% |
| 3Y | +2,587.6% | +42.1% | +2,545.4% | +2,118.8% |
| 5Y | +601.7% | +58.1% | +543.7% | +443.4% |
| All | +1,472.1% | +66.6% | +1,405.5% | +927.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling