+1,472.1%
AXTI vs F
+92.2%
+1,379.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +5.1% | -4.4% | +9.5% | +6.8% |
| 30D | -17.5% | +1.0% | -18.5% | -18.4% |
| 3M | -26.7% | -4.0% | -22.7% | -26.2% |
| 6M | +36.8% | +18.1% | +18.7% | +21.0% |
| YTD | +296.1% | +10.2% | +286.0% | +263.8% |
| 1Y | +1,810.6% | +24.3% | +1,786.3% | +1,560.6% |
| 3Y | +2,587.6% | +38.1% | +2,549.5% | +2,071.1% |
| 5Y | +601.7% | +50.2% | +551.5% | +424.2% |
| All | +1,472.1% | +92.2% | +1,379.9% | +886.8% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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