+1,472.1%
AXTI vs MAR
+450.9%
+1,021.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.8% |
| 7D | +5.1% | -0.5% | +5.6% | +5.2% |
| 30D | -17.5% | -5.4% | -12.0% | -15.2% |
| 3M | -26.7% | -15.5% | -11.2% | -20.9% |
| 6M | +36.8% | +3.0% | +33.8% | +29.8% |
| YTD | +296.1% | +8.5% | +287.6% | +260.0% |
| 1Y | +1,810.6% | +26.0% | +1,784.7% | +1,482.3% |
| 3Y | +2,587.6% | +68.6% | +2,518.9% | +1,811.4% |
| 5Y | +601.7% | +157.4% | +444.4% | +294.7% |
| All | +1,472.1% | +450.9% | +1,021.2% | +670.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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