-64.6%
AXTI vs F
+2.1%
-66.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.9% | -4.4% | -7.8% |
| 7D | +18.6% | -3.9% | +22.4% | +17.8% |
| 30D | -32.6% | -0.5% | -32.2% | -32.6% |
| 3M | -44.5% | -12.9% | -31.6% | -45.5% |
| 6M | -64.6% | +1.5% | -66.1% | -66.5% |
| All | -64.6% | +2.1% | -66.7% | -66.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling