+743.4%
AXTI vs FDS
-29.0%
+772.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.1% |
| 7D | +5.1% | -14.0% | +19.1% | +4.6% |
| 30D | -17.5% | -6.2% | -11.2% | -17.8% |
| 3M | -26.7% | +10.2% | -36.8% | -28.6% |
| 6M | +36.8% | +27.4% | +9.3% | +28.0% |
| YTD | +296.1% | -9.3% | +305.4% | +307.8% |
| 1Y | +1,810.6% | -28.6% | +1,839.3% | +2,056.7% |
| 3Y | +2,587.6% | -36.8% | +2,624.4% | +3,038.6% |
| All | +743.4% | -29.0% | +772.4% | +1,109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 5y: compounded portfolio wealth divided by compounded FDS 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…
5y analysis · Full analysis span regression · 6 months rolling