+245.6%
AXTI vs FFIV
+7,502.3%
-7,256.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.2% | +13.1% | +12.9% |
| 7D | +24.0% | -1.5% | +25.5% | +24.5% |
| 30D | -21.5% | -2.7% | -18.8% | -20.9% |
| 3M | -23.4% | -1.7% | -21.7% | -22.2% |
| 6M | +114.9% | +36.1% | +78.8% | +97.7% |
| YTD | +325.4% | +52.6% | +272.8% | +277.9% |
| 1Y | +2,136.7% | +21.5% | +2,115.1% | +2,012.9% |
| 3Y | +2,835.0% | +142.7% | +2,692.3% | +2,172.0% |
| 5Y | +652.8% | +92.6% | +560.2% | +524.9% |
| 10Y | +1,513.9% | +225.5% | +1,288.4% | +1,059.1% |
| All | +245.6% | +7,502.3% | -7,256.7% | -6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling