+743.4%
AXTI vs ECL
+27.6%
+715.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.5% |
| 7D | +5.1% | -1.1% | +6.2% | +5.5% |
| 30D | -17.5% | -0.8% | -16.7% | -17.5% |
| 3M | -26.7% | +5.0% | -31.7% | -29.9% |
| 6M | +36.8% | +0.2% | +36.5% | +32.2% |
| YTD | +296.1% | +5.8% | +290.4% | +268.9% |
| 1Y | +1,810.6% | +1.5% | +1,809.1% | +1,708.6% |
| 3Y | +2,587.6% | +55.0% | +2,532.6% | +1,824.5% |
| All | +743.4% | +27.6% | +715.8% | +506.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling