+1,472.1%
AXTI vs NTRS
+259.9%
+1,212.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.6% |
| 7D | +5.1% | +1.4% | +3.7% | +4.0% |
| 30D | -17.5% | -0.7% | -16.8% | -17.1% |
| 3M | -26.7% | +11.3% | -38.0% | -31.3% |
| 6M | +36.8% | +35.5% | +1.2% | +11.6% |
| YTD | +296.1% | +40.6% | +255.6% | +217.4% |
| 1Y | +1,810.6% | +49.2% | +1,761.4% | +1,383.7% |
| 3Y | +2,587.6% | +167.2% | +2,420.3% | +1,346.0% |
| 5Y | +601.7% | +94.9% | +506.8% | +342.5% |
| All | +1,472.1% | +259.9% | +1,212.2% | +702.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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