+762.7%
AXTI vs FFIV
+118.6%
+644.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.7% | -1.2% | -2.0% |
| 7D | +7.6% | -0.5% | +8.2% | +8.4% |
| 30D | -32.1% | -32.4% | +0.3% | -12.5% |
| 3M | -46.0% | -25.7% | -20.3% | -35.1% |
| 6M | -65.7% | -13.5% | -52.2% | -62.2% |
| YTD | +155.9% | +21.1% | +134.8% | +121.9% |
| 1Y | +300.8% | +29.4% | +271.3% | +233.2% |
| 3Y | +1,981.6% | +94.9% | +1,886.7% | +1,161.1% |
| 5Y | +359.3% | +34.7% | +324.5% | +252.8% |
| All | +762.7% | +118.6% | +644.1% | +350.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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