+480.1%
AXTI vs MOD
+726.4%
-246.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +4.3% | +5.4% | +8.4% |
| 7D | +5.1% | +9.6% | -4.5% | +2.3% |
| 30D | -10.2% | 0.0% | -10.2% | -9.5% |
| 3M | -41.8% | -35.4% | -6.5% | -32.5% |
| 6M | +57.5% | -7.3% | +64.8% | +66.5% |
| YTD | +277.0% | +45.8% | +231.2% | +248.6% |
| 1Y | +1,982.4% | +43.1% | +1,939.3% | +1,839.0% |
| 3Y | +2,234.8% | +297.7% | +1,937.2% | +1,479.0% |
| 5Y | +528.3% | +1,478.8% | -950.4% | +184.2% |
| 10Y | +1,310.5% | +1,633.4% | -322.9% | +431.9% |
| All | +480.1% | +726.4% | -246.2% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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