+1,472.1%
AXTI vs NYT
+489.9%
+982.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +5.1% | -0.6% | +5.7% | +5.3% |
| 30D | -17.5% | +4.6% | -22.0% | -18.7% |
| 3M | -26.7% | -9.6% | -17.1% | -26.2% |
| 6M | +36.8% | -14.0% | +50.8% | +38.0% |
| YTD | +296.1% | -2.8% | +299.0% | +281.0% |
| 1Y | +1,810.6% | +15.6% | +1,795.0% | +1,607.2% |
| 3Y | +2,587.6% | +56.3% | +2,531.2% | +1,990.3% |
| 5Y | +601.7% | +39.5% | +562.2% | +452.3% |
| All | +1,472.1% | +489.9% | +982.2% | +698.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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