+1,294.0%
AXTI vs ELF
+334.6%
+959.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -4.9% | +17.7% | +13.9% |
| 7D | +24.0% | -1.2% | +25.1% | +24.1% |
| 30D | -21.5% | +5.9% | -27.4% | -22.6% |
| 3M | -23.4% | +99.5% | -122.9% | -34.5% |
| 6M | +114.9% | +26.5% | +88.4% | +100.0% |
| YTD | +325.4% | +37.2% | +288.3% | +284.3% |
| 1Y | +2,136.7% | -24.4% | +2,161.1% | +2,170.8% |
| 3Y | +2,835.0% | -23.3% | +2,858.3% | +2,662.4% |
| 5Y | +652.8% | +245.2% | +407.6% | +374.0% |
| All | +1,294.0% | +334.6% | +959.4% | +655.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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