+1,472.1%
AXTI vs DLR
+177.5%
+1,294.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.7% |
| 7D | +5.1% | +0.1% | +5.0% | +5.1% |
| 30D | -17.5% | -4.3% | -13.2% | -15.4% |
| 3M | -26.7% | +3.8% | -30.5% | -28.0% |
| 6M | +36.8% | +5.8% | +30.9% | +33.8% |
| YTD | +296.1% | +23.5% | +272.6% | +262.7% |
| 1Y | +1,810.6% | +11.1% | +1,799.5% | +1,739.1% |
| 3Y | +2,587.6% | +57.9% | +2,529.7% | +2,192.4% |
| 5Y | +601.7% | +44.0% | +557.8% | +498.9% |
| All | +1,472.1% | +177.5% | +1,294.6% | +944.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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