+554.7%
AXTI vs FDS
+5,071.9%
-4,517.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -4.3% | +17.1% | +14.3% |
| 7D | +24.0% | -5.4% | +29.4% | +25.9% |
| 30D | -21.5% | +1.6% | -23.1% | -22.8% |
| 3M | -23.4% | +17.7% | -41.1% | -30.8% |
| 6M | +114.9% | +29.1% | +85.8% | +82.4% |
| YTD | +325.4% | +1.0% | +324.5% | +292.3% |
| 1Y | +2,136.7% | -21.6% | +2,158.3% | +2,132.9% |
| 3Y | +2,835.0% | -30.1% | +2,865.1% | +2,938.9% |
| 5Y | +652.8% | -20.7% | +673.6% | +636.4% |
| 10Y | +1,513.9% | +78.3% | +1,435.6% | +1,034.4% |
| All | +554.7% | +5,071.9% | -4,517.3% | +7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling