+1,472.1%
AXTI vs GM
+240.0%
+1,232.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | +5.1% | -2.4% | +7.5% | +6.1% |
| 30D | -17.5% | -1.1% | -16.3% | -17.5% |
| 3M | -26.7% | +6.1% | -32.8% | -29.4% |
| 6M | +36.8% | +15.0% | +21.8% | +24.7% |
| YTD | +296.1% | +6.0% | +290.2% | +271.9% |
| 1Y | +1,810.6% | +47.1% | +1,763.5% | +1,400.4% |
| 3Y | +2,587.6% | +170.5% | +2,417.1% | +1,422.4% |
| 5Y | +601.7% | +80.5% | +521.2% | +368.7% |
| All | +1,472.1% | +240.0% | +1,232.1% | +708.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 10y: compounded portfolio wealth divided by compounded GM 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…
10y analysis · Full analysis span regression · 6 months rolling