+1,472.1%
AXTI vs NSC
+332.1%
+1,140.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.6% |
| 7D | +5.1% | -2.8% | +7.9% | +6.6% |
| 30D | -17.5% | -4.5% | -12.9% | -15.5% |
| 3M | -26.7% | +3.5% | -30.2% | -28.9% |
| 6M | +36.8% | +8.5% | +28.2% | +27.3% |
| YTD | +296.1% | +12.3% | +283.8% | +260.3% |
| 1Y | +1,810.6% | +18.9% | +1,791.7% | +1,585.6% |
| 3Y | +2,587.6% | +74.1% | +2,513.4% | +1,773.8% |
| 5Y | +601.7% | +43.9% | +557.8% | +438.8% |
| All | +1,472.1% | +332.1% | +1,140.0% | +750.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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