+762.7%
AXTI vs DECK
+753.0%
+9.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.7% | -6.6% | -5.0% |
| 7D | +7.6% | +0.1% | +7.5% | +7.6% |
| 30D | -32.1% | +4.8% | -36.9% | -33.7% |
| 3M | -46.0% | -6.9% | -39.0% | -45.2% |
| 6M | -65.7% | -7.6% | -58.1% | -66.3% |
| YTD | +155.9% | -16.3% | +172.2% | +160.6% |
| 1Y | +300.8% | +4.5% | +296.3% | +268.5% |
| 3Y | +1,981.6% | -17.1% | +1,998.7% | +1,874.5% |
| 5Y | +359.3% | +21.9% | +337.4% | +242.4% |
| All | +762.7% | +753.0% | +9.7% | +245.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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