+895.4%
AXTI vs ESTC
+19.3%
+876.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.6% | -2.5% | -5.0% |
| 7D | +15.1% | -13.2% | +28.3% | +19.9% |
| 30D | -12.3% | +9.3% | -21.6% | -17.2% |
| 3M | -24.1% | +37.3% | -61.5% | -33.7% |
| 6M | +46.0% | +61.0% | -15.0% | +18.0% |
| YTD | +295.7% | +10.7% | +285.1% | +259.0% |
| 1Y | +1,825.6% | -7.2% | +1,832.8% | +1,741.1% |
| 3Y | +2,630.0% | +7.2% | +2,622.8% | +2,198.8% |
| 5Y | +601.0% | -47.7% | +648.7% | +598.8% |
| All | +895.4% | +19.3% | +876.1% | +564.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling