+1,472.1%
AXTI vs ECL
+160.1%
+1,312.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.8% |
| 7D | +5.1% | -1.1% | +6.2% | +5.6% |
| 30D | -17.5% | -0.8% | -16.7% | -17.5% |
| 3M | -26.7% | +5.0% | -31.7% | -30.4% |
| 6M | +36.8% | +0.2% | +36.5% | +31.2% |
| YTD | +296.1% | +5.8% | +290.4% | +266.5% |
| 1Y | +1,810.6% | +1.5% | +1,809.1% | +1,696.0% |
| 3Y | +2,587.6% | +55.0% | +2,532.6% | +1,827.2% |
| 5Y | +601.7% | +29.3% | +572.5% | +450.5% |
| All | +1,472.1% | +160.1% | +1,312.0% | +806.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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