+698.5%
AXTI vs DFNS
-100.0%
+798.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.5% | +1.6% | -3.9% |
| 7D | +7.6% | -6.0% | +13.6% | +7.7% |
| 30D | -32.1% | -71.2% | +39.1% | -31.5% |
| 3M | -46.0% | -94.5% | +48.6% | -45.1% |
| 6M | -65.7% | -96.5% | +30.9% | -65.7% |
| YTD | +155.9% | -99.6% | +255.5% | +158.3% |
| 1Y | +300.8% | -99.7% | +400.5% | +304.6% |
| 3Y | +1,981.6% | -100.0% | +2,081.6% | +1,935.9% |
| 5Y | +359.3% | -100.0% | +459.2% | +364.0% |
| All | +698.5% | -100.0% | +798.4% | +732.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling