+1,472.1%
AXTI vs FDX
+182.5%
+1,289.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +5.1% | -3.3% | +8.3% | +6.8% |
| 30D | -17.5% | -4.5% | -12.9% | -15.9% |
| 3M | -26.7% | -7.3% | -19.3% | -24.2% |
| 6M | +36.8% | +7.5% | +29.2% | +28.4% |
| YTD | +296.1% | +35.1% | +261.1% | +228.8% |
| 1Y | +1,810.6% | +71.4% | +1,739.2% | +1,301.3% |
| 3Y | +2,587.6% | +60.8% | +2,526.7% | +1,910.5% |
| 5Y | +601.7% | +65.5% | +536.3% | +400.0% |
| All | +1,472.1% | +182.5% | +1,289.6% | +727.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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