+1,472.1%
AXTI vs DTE
+137.8%
+1,334.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.5% |
| 7D | +5.1% | -2.6% | +7.6% | +6.0% |
| 30D | -17.5% | -4.4% | -13.1% | -16.2% |
| 3M | -26.7% | -8.3% | -18.3% | -25.1% |
| 6M | +36.8% | -8.1% | +44.8% | +38.8% |
| YTD | +296.1% | +4.4% | +291.7% | +280.5% |
| 1Y | +1,810.6% | +0.2% | +1,810.4% | +1,760.6% |
| 3Y | +2,587.6% | +42.6% | +2,544.9% | +2,120.8% |
| 5Y | +601.7% | +31.5% | +570.3% | +493.6% |
| All | +1,472.1% | +137.8% | +1,334.3% | +900.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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