+1,472.1%
AXTI vs FERG
+351.3%
+1,120.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | +5.1% | -2.6% | +7.6% | +6.1% |
| 30D | -17.5% | -8.9% | -8.6% | -14.5% |
| 3M | -26.7% | -2.0% | -24.6% | -26.1% |
| 6M | +36.8% | -3.2% | +40.0% | +37.2% |
| YTD | +296.1% | +1.5% | +294.6% | +290.4% |
| 1Y | +1,810.6% | +0.5% | +1,810.1% | +1,779.5% |
| 3Y | +2,587.6% | +50.4% | +2,537.1% | +2,233.1% |
| 5Y | +601.7% | +68.7% | +533.0% | +483.1% |
| All | +1,472.1% | +351.3% | +1,120.8% | +1,263.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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