+1,004.0%
AXTI vs FIVE
+846.9%
+157.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.8% |
| 7D | +7.6% | +2.7% | +5.0% | +6.8% |
| 30D | -32.1% | +12.7% | -44.7% | -34.6% |
| 3M | -46.0% | +2.1% | -48.0% | -46.7% |
| 6M | -65.7% | +17.5% | -83.2% | -67.9% |
| YTD | +155.9% | +31.0% | +124.9% | +132.4% |
| 1Y | +300.8% | +67.7% | +233.0% | +236.3% |
| 3Y | +1,981.6% | +43.4% | +1,938.2% | +1,624.2% |
| 5Y | +359.3% | +18.1% | +341.2% | +290.1% |
| 10Y | +780.8% | +508.8% | +272.1% | +429.1% |
| All | +1,004.0% | +846.9% | +157.0% | +481.7% |
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