+1,556.5%
AXTI vs DT
+98.4%
+1,458.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.6% | -1.2% |
| 7D | +21.0% | -0.5% | +21.5% | +20.9% |
| 30D | -6.6% | +0.1% | -6.7% | -7.5% |
| 3M | -12.1% | +24.1% | -36.2% | -20.9% |
| 6M | +78.7% | +30.1% | +48.6% | +54.5% |
| YTD | +321.5% | +16.8% | +304.7% | +279.1% |
| 1Y | +2,166.8% | -0.1% | +2,166.9% | +2,069.8% |
| 3Y | +2,807.6% | +6.8% | +2,800.8% | +2,572.1% |
| 5Y | +651.5% | -28.4% | +679.8% | +666.6% |
| All | +1,556.5% | +98.4% | +1,458.1% | +1,011.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling