+1,223.9%
AXTI vs FANG
+199.0%
+1,024.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +0.4% | -12.3% | -12.0% |
| 7D | -7.4% | +3.3% | -10.7% | -8.3% |
| 30D | -30.1% | +1.6% | -31.7% | -30.5% |
| 3M | -41.3% | +7.7% | -48.9% | -43.0% |
| 6M | +16.8% | +14.0% | +2.7% | +11.7% |
| YTD | +249.0% | +39.2% | +209.8% | +212.9% |
| 1Y | +1,459.0% | +53.9% | +1,405.1% | +1,254.4% |
| 3Y | +2,297.5% | +45.4% | +2,252.1% | +2,006.7% |
| 5Y | +634.4% | +235.9% | +398.4% | +391.2% |
| 10Y | +1,223.9% | +205.5% | +1,018.4% | +668.1% |
| All | +1,223.9% | +199.0% | +1,024.9% | +668.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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