+1,472.1%
AXTI vs DG
+101.8%
+1,370.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +5.1% | -6.5% | +11.6% | +5.8% |
| 30D | -17.5% | +4.2% | -21.6% | -18.0% |
| 3M | -26.7% | +9.5% | -36.2% | -28.3% |
| 6M | +36.8% | -13.1% | +49.9% | +39.0% |
| YTD | +296.1% | -4.8% | +301.0% | +295.0% |
| 1Y | +1,810.6% | +20.6% | +1,790.0% | +1,698.0% |
| 3Y | +2,587.6% | +4.9% | +2,582.6% | +2,410.4% |
| 5Y | +601.7% | -37.9% | +639.6% | +665.6% |
| All | +1,472.1% | +101.8% | +1,370.3% | +1,222.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling