+1,339.3%
AXTI vs EQX
+232.0%
+1,107.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | +5.1% | -3.2% | +8.3% | +5.7% |
| 30D | -17.5% | +7.8% | -25.2% | -18.8% |
| 3M | -26.7% | +21.3% | -48.0% | -29.1% |
| 6M | +36.8% | -22.4% | +59.2% | +40.9% |
| YTD | +296.1% | -11.3% | +307.5% | +294.7% |
| 1Y | +1,810.6% | +13.5% | +1,797.1% | +1,723.4% |
| 3Y | +2,587.6% | +162.1% | +2,425.4% | +2,067.7% |
| 5Y | +601.7% | +84.2% | +517.5% | +467.2% |
| All | +1,339.3% | +232.0% | +1,107.3% | +1,480.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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