+651.5%
AXTI vs ES
-4.5%
+656.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.9% |
| 7D | +21.0% | 0.0% | +21.0% | +21.0% |
| 30D | -6.6% | -1.0% | -5.6% | -6.6% |
| 3M | -12.1% | +1.5% | -13.5% | -12.8% |
| 6M | +78.7% | -3.5% | +82.2% | +78.2% |
| YTD | +321.5% | +7.0% | +314.5% | +309.4% |
| 1Y | +2,166.8% | +15.3% | +2,151.5% | +2,050.9% |
| 3Y | +2,807.6% | +30.2% | +2,777.4% | +2,510.6% |
| 5Y | +651.5% | -4.3% | +655.8% | +596.4% |
| All | +651.5% | -4.5% | +656.0% | +596.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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