+309.8%
AXTI vs F
+17.0%
+292.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.9% | -4.4% | -6.4% |
| 7D | +18.6% | -3.9% | +22.4% | +20.1% |
| 30D | -32.6% | -0.5% | -32.2% | -32.8% |
| 3M | -44.5% | -12.9% | -31.6% | -42.6% |
| 6M | -64.6% | +1.5% | -66.1% | -65.6% |
| YTD | +166.3% | -5.0% | +171.3% | +163.5% |
| 1Y | +296.5% | -7.3% | +303.9% | +295.4% |
| 3Y | +2,099.0% | +45.3% | +2,053.7% | +1,802.7% |
| 5Y | +377.9% | -15.8% | +393.7% | +377.4% |
| 10Y | +816.6% | +64.2% | +752.4% | +623.1% |
| All | +309.8% | +17.0% | +292.8% | +145.6% |
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