+293.8%
AXTI vs ES
+1,022.3%
-728.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.7% | -4.1% |
| 7D | +7.6% | +2.7% | +4.9% | +6.9% |
| 30D | -32.1% | +7.6% | -39.7% | -33.8% |
| 3M | -46.0% | +0.5% | -46.5% | -46.4% |
| 6M | -65.7% | +7.6% | -73.3% | -67.1% |
| YTD | +155.9% | +10.2% | +145.7% | +141.3% |
| 1Y | +300.8% | +1.8% | +298.9% | +286.1% |
| 3Y | +1,981.6% | +55.4% | +1,926.2% | +1,616.1% |
| 5Y | +359.3% | +7.3% | +352.0% | +322.9% |
| 10Y | +780.8% | +96.4% | +684.5% | +499.9% |
| All | +293.8% | +1,022.3% | -728.5% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling