+1,526.4%
AXTI vs FIVE
+868.1%
+658.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +5.1% | +4.6% | +8.0% |
| 7D | +5.1% | +4.3% | +0.9% | +3.8% |
| 30D | -10.2% | +12.5% | -22.7% | -13.5% |
| 3M | -41.8% | +31.2% | -73.1% | -47.0% |
| 6M | +57.5% | +14.4% | +43.2% | +48.7% |
| YTD | +277.0% | +33.9% | +243.1% | +240.6% |
| 1Y | +1,982.4% | +65.1% | +1,917.4% | +1,669.8% |
| 3Y | +2,234.8% | +49.0% | +2,185.9% | +1,811.6% |
| 5Y | +528.3% | +30.3% | +498.0% | +419.8% |
| 10Y | +1,310.5% | +481.1% | +829.4% | +749.5% |
| All | +1,526.4% | +868.1% | +658.2% | +752.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling