+480.1%
AXTI vs M
+73.0%
+407.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.6% | +7.1% | +8.9% |
| 7D | +5.1% | +4.7% | +0.4% | +3.8% |
| 30D | -10.2% | -9.6% | -0.5% | -7.6% |
| 3M | -41.8% | +0.9% | -42.7% | -42.1% |
| 6M | +57.5% | +22.3% | +35.3% | +48.3% |
| YTD | +277.0% | +6.5% | +270.5% | +267.7% |
| 1Y | +1,982.4% | +38.8% | +1,943.7% | +1,786.7% |
| 3Y | +2,234.8% | +115.9% | +2,118.9% | +1,731.2% |
| 5Y | +528.3% | +28.6% | +499.7% | +431.5% |
| 10Y | +1,310.5% | -2.5% | +1,313.1% | +968.7% |
| All | +480.1% | +73.0% | +407.1% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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