+554.7%
AXTI vs DD
+444.1%
+110.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.2% | +13.1% | +12.9% |
| 7D | +24.0% | -0.6% | +24.6% | +24.3% |
| 30D | -21.5% | -7.4% | -14.1% | -18.4% |
| 3M | -23.4% | -6.4% | -16.9% | -20.5% |
| 6M | +114.9% | -2.5% | +117.4% | +118.9% |
| YTD | +325.4% | +10.2% | +315.2% | +308.8% |
| 1Y | +2,136.7% | +36.9% | +2,099.7% | +1,851.8% |
| 3Y | +2,835.0% | +47.0% | +2,788.0% | +2,420.5% |
| 5Y | +652.8% | +63.1% | +589.7% | +517.4% |
| 10Y | +1,513.9% | +68.2% | +1,445.8% | +1,135.3% |
| All | +554.7% | +444.1% | +110.6% | +130.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling