+489.0%
AXTI vs EXE
+192.2%
+296.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.3% | +12.6% | +12.8% |
| 7D | +24.0% | -1.8% | +25.8% | +24.5% |
| 30D | -21.5% | +6.4% | -27.9% | -23.2% |
| 3M | -23.4% | +9.2% | -32.6% | -25.7% |
| 6M | +114.9% | -7.0% | +121.9% | +118.5% |
| YTD | +325.4% | -9.5% | +334.9% | +333.9% |
| 1Y | +2,136.7% | +6.2% | +2,130.4% | +2,082.7% |
| 3Y | +2,835.0% | +20.7% | +2,814.3% | +2,621.9% |
| 5Y | +652.8% | +103.6% | +549.2% | +479.6% |
| All | +489.0% | +192.2% | +296.8% | +227.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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