+1,227.5%
AXTI vs DFNS
-99.9%
+1,327.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.8% | +13.6% | +12.9% |
| 7D | +24.0% | +0.8% | +23.2% | +24.0% |
| 30D | -21.5% | -73.2% | +51.8% | -21.0% |
| 3M | -23.4% | -72.4% | +49.1% | -24.2% |
| 6M | +114.9% | -95.2% | +210.1% | +113.9% |
| YTD | +325.4% | -98.0% | +423.4% | +324.8% |
| 1Y | +2,136.7% | -98.3% | +2,234.9% | +2,133.6% |
| 3Y | +2,835.0% | -99.9% | +2,934.9% | +2,738.4% |
| 5Y | +652.8% | -99.9% | +752.7% | +652.9% |
| All | +1,227.5% | -99.9% | +1,327.3% | +1,269.2% |
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