+1,472.1%
AXTI vs JD
+20.6%
+1,451.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +5.1% | -4.2% | +9.3% | +6.6% |
| 30D | -17.5% | -14.4% | -3.1% | -13.0% |
| 3M | -26.7% | -3.6% | -23.1% | -26.3% |
| 6M | +36.8% | -0.3% | +37.1% | +35.4% |
| YTD | +296.1% | -2.4% | +298.5% | +293.6% |
| 1Y | +1,810.6% | -18.5% | +1,829.2% | +1,934.5% |
| 3Y | +2,587.6% | -7.0% | +2,594.6% | +2,508.2% |
| 5Y | +601.7% | -61.7% | +663.4% | +746.3% |
| All | +1,472.1% | +20.6% | +1,451.4% | +1,149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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