+509.6%
AXTI vs NTRS
+855.1%
-345.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | +5.1% | +1.4% | +3.7% | +4.3% |
| 30D | -17.5% | -0.7% | -16.8% | -17.2% |
| 3M | -26.7% | +11.3% | -38.0% | -29.9% |
| 6M | +36.8% | +35.5% | +1.2% | +18.6% |
| YTD | +296.1% | +40.6% | +255.6% | +239.4% |
| 1Y | +1,810.6% | +49.2% | +1,761.4% | +1,502.4% |
| 3Y | +2,587.6% | +167.2% | +2,420.3% | +1,642.3% |
| 5Y | +601.7% | +94.9% | +506.8% | +413.6% |
| 10Y | +1,460.7% | +259.5% | +1,201.3% | +775.2% |
| All | +509.6% | +855.1% | -345.5% | +47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling