+303.9%
AXTI vs FAST
+5,703.6%
-5,399.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +3.0% | +7.4% | +9.3% |
| 7D | -11.0% | +3.8% | -14.8% | -12.1% |
| 30D | -37.3% | +8.1% | -45.4% | -39.1% |
| 3M | -51.6% | +5.8% | -57.4% | -52.7% |
| 6M | -63.1% | +24.9% | -88.0% | -66.5% |
| YTD | +162.4% | +38.9% | +123.5% | +128.5% |
| 1Y | +353.6% | +36.5% | +317.1% | +297.1% |
| 3Y | +1,972.9% | +98.1% | +1,874.8% | +1,461.1% |
| 5Y | +370.0% | +109.3% | +260.7% | +245.5% |
| 10Y | +749.7% | +547.9% | +201.8% | +314.5% |
| All | +303.9% | +5,703.6% | -5,399.8% | -14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling