+1,136.1%
AXTI vs DFNS
-99.9%
+1,235.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.1% |
| 7D | +5.1% | -6.3% | +11.4% | +5.1% |
| 30D | -17.5% | -74.0% | +56.5% | -16.9% |
| 3M | -26.7% | -70.1% | +43.5% | -27.5% |
| 6M | +36.8% | -93.9% | +130.7% | +36.0% |
| YTD | +296.1% | -98.1% | +394.2% | +295.7% |
| 1Y | +1,810.6% | -98.3% | +1,908.9% | +1,808.5% |
| 3Y | +2,587.6% | -99.9% | +2,687.4% | +2,501.4% |
| 5Y | +601.7% | -99.9% | +701.6% | +602.0% |
| All | +1,136.1% | -99.9% | +1,235.9% | +1,175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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