+640.2%
AXTI vs NTR
+97.9%
+542.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +5.1% | -1.3% | +6.4% | +5.8% |
| 30D | -17.5% | +16.8% | -34.2% | -22.9% |
| 3M | -26.7% | +20.7% | -47.4% | -33.8% |
| 6M | +36.8% | +0.5% | +36.2% | +33.0% |
| YTD | +296.1% | +29.2% | +267.0% | +238.5% |
| 1Y | +1,810.6% | +39.6% | +1,771.0% | +1,447.9% |
| 3Y | +2,587.6% | +37.9% | +2,549.7% | +2,035.1% |
| 5Y | +601.7% | +47.1% | +554.7% | +368.6% |
| All | +640.2% | +97.9% | +542.3% | +267.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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