+797.7%
AXTI vs FAST
+546.1%
+251.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.1% | -7.4% | -7.4% |
| 7D | +18.6% | +5.0% | +13.6% | +16.1% |
| 30D | -32.6% | +8.6% | -41.2% | -35.1% |
| 3M | -44.5% | +6.9% | -51.4% | -46.3% |
| 6M | -64.6% | +29.6% | -94.2% | -69.2% |
| YTD | +166.3% | +41.4% | +124.9% | +119.8% |
| 1Y | +296.5% | +38.5% | +258.0% | +230.3% |
| 3Y | +2,099.0% | +98.7% | +2,000.2% | +1,372.9% |
| 5Y | +377.9% | +108.0% | +269.9% | +206.5% |
| All | +797.7% | +546.1% | +251.7% | +285.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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