+480.1%
AXTI vs F
+42.0%
+438.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.5% | +8.2% | +9.2% |
| 7D | +5.1% | +5.3% | -0.2% | +3.5% |
| 30D | -10.2% | +4.6% | -14.7% | -11.6% |
| 3M | -41.8% | -3.7% | -38.2% | -41.4% |
| 6M | +57.5% | +16.8% | +40.7% | +46.9% |
| YTD | +277.0% | +15.3% | +261.7% | +253.5% |
| 1Y | +1,982.4% | +31.0% | +1,951.4% | +1,780.7% |
| 3Y | +2,234.8% | +45.4% | +2,189.4% | +1,922.5% |
| 5Y | +528.3% | +54.7% | +473.7% | +425.7% |
| 10Y | +1,310.5% | +98.2% | +1,212.3% | +955.3% |
| All | +480.1% | +42.0% | +438.1% | +229.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling