+1,457.0%
AXTI vs DT
+100.3%
+1,356.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | +5.1% | -1.6% | +6.7% | +5.5% |
| 30D | -17.5% | +3.0% | -20.5% | -19.2% |
| 3M | -26.7% | +26.5% | -53.2% | -34.6% |
| 6M | +36.8% | +35.9% | +0.8% | +16.3% |
| YTD | +296.1% | +17.8% | +278.3% | +254.9% |
| 1Y | +1,810.6% | +4.1% | +1,806.6% | +1,703.8% |
| 3Y | +2,587.6% | +5.3% | +2,582.3% | +2,384.6% |
| 5Y | +601.7% | -27.2% | +628.9% | +610.8% |
| All | +1,457.0% | +100.3% | +1,356.7% | +941.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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