+2,607.1%
AXTI vs DG
+551.9%
+2,055.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.3% | -4.8% | -5.9% |
| 7D | +15.1% | -6.3% | +21.4% | +16.4% |
| 30D | -12.3% | +2.4% | -14.7% | -12.9% |
| 3M | -24.1% | +12.4% | -36.6% | -26.8% |
| 6M | +46.0% | -14.9% | +61.0% | +48.5% |
| YTD | +295.7% | -6.1% | +301.8% | +293.0% |
| 1Y | +1,825.6% | +17.9% | +1,807.7% | +1,694.0% |
| 3Y | +2,630.0% | +3.1% | +2,626.8% | +2,409.3% |
| 5Y | +601.0% | -38.7% | +639.6% | +644.3% |
| 10Y | +1,459.0% | +99.6% | +1,359.4% | +1,046.3% |
| All | +2,607.1% | +551.9% | +2,055.2% | +847.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded DG 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling