+590.0%
AXTI vs OUST
-62.3%
+652.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.2% | -3.1% | -6.1% |
| 7D | +18.6% | +19.9% | -1.3% | +12.9% |
| 30D | -32.6% | +3.6% | -36.2% | -33.0% |
| 3M | -44.5% | -20.6% | -23.9% | -40.2% |
| 6M | -64.6% | +35.1% | -99.6% | -66.4% |
| YTD | +166.3% | +69.1% | +97.2% | +137.3% |
| 1Y | +296.5% | +49.9% | +246.6% | +262.3% |
| 3Y | +2,099.0% | +642.4% | +1,456.6% | +1,192.0% |
| 5Y | +377.9% | -48.3% | +426.2% | +324.7% |
| All | +590.0% | -62.3% | +652.3% | +570.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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