+601.0%
AXTI vs FFIV
+95.0%
+506.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.5% | -4.6% | -5.0% |
| 7D | +15.1% | +1.6% | +13.5% | +13.6% |
| 30D | -12.3% | -3.7% | -8.6% | -9.8% |
| 3M | -24.1% | +2.0% | -26.1% | -23.7% |
| 6M | +46.0% | +39.3% | +6.8% | +19.0% |
| YTD | +295.7% | +56.1% | +239.6% | +197.4% |
| 1Y | +1,825.6% | +22.0% | +1,803.6% | +1,582.9% |
| 3Y | +2,630.0% | +148.2% | +2,481.8% | +1,338.5% |
| 5Y | +601.0% | +96.3% | +504.6% | +333.3% |
| All | +601.0% | +95.0% | +506.0% | +333.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling