+554.7%
AXTI vs EL
+783.1%
-228.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -2.1% | +14.9% | +13.5% |
| 7D | +24.0% | +1.7% | +22.3% | +23.3% |
| 30D | -21.5% | +15.5% | -37.0% | -26.0% |
| 3M | -23.4% | +20.6% | -43.9% | -29.1% |
| 6M | +114.9% | +10.5% | +104.4% | +101.8% |
| YTD | +325.4% | -1.9% | +327.3% | +306.0% |
| 1Y | +2,136.7% | +16.1% | +2,120.6% | +1,907.3% |
| 3Y | +2,835.0% | -30.2% | +2,865.2% | +2,856.9% |
| 5Y | +652.8% | -67.4% | +720.2% | +876.0% |
| 10Y | +1,513.9% | +31.2% | +1,482.7% | +1,230.2% |
| All | +554.7% | +783.1% | -228.4% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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