-65.9%
AXTI vs FAST
+25.4%
-91.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +3.0% | +7.4% | +12.4% |
| 7D | -11.0% | +3.8% | -14.8% | -8.6% |
| 30D | -37.3% | +8.1% | -45.4% | -32.9% |
| 3M | -51.6% | +5.8% | -57.4% | -49.5% |
| All | -65.9% | +25.4% | -91.3% | -51.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling