+658.6%
AXTI vs FIVE
+39.4%
+619.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.7% | +12.1% | +12.5% |
| 7D | +24.0% | +3.7% | +20.3% | +22.2% |
| 30D | -21.5% | +4.0% | -25.4% | -23.0% |
| 3M | -23.4% | +36.2% | -59.6% | -33.3% |
| 6M | +114.9% | +18.0% | +96.9% | +95.6% |
| YTD | +325.4% | +34.9% | +290.6% | +270.2% |
| 1Y | +2,136.7% | +67.9% | +2,068.7% | +1,688.1% |
| 3Y | +2,835.0% | +57.3% | +2,777.7% | +2,085.9% |
| All | +658.6% | +39.4% | +619.1% | +479.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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