+508.9%
AXTI vs DVA
+1,672.7%
-1,163.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.9% | -5.2% | -6.0% |
| 7D | +15.1% | -0.2% | +15.3% | +15.1% |
| 30D | -12.3% | +1.7% | -14.0% | -12.6% |
| 3M | -24.1% | -8.7% | -15.5% | -23.8% |
| 6M | +46.0% | +19.7% | +26.4% | +39.8% |
| YTD | +295.7% | +59.6% | +236.1% | +258.5% |
| 1Y | +1,825.6% | +37.1% | +1,788.5% | +1,684.6% |
| 3Y | +2,630.0% | +89.8% | +2,540.2% | +2,273.5% |
| 5Y | +601.0% | +47.4% | +553.6% | +520.4% |
| 10Y | +1,459.0% | +184.9% | +1,274.1% | +1,111.4% |
| All | +508.9% | +1,672.7% | -1,163.7% | +228.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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