+876.9%
AXTI vs OUST
-62.4%
+939.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.7% | +8.0% | +9.2% |
| 7D | +5.1% | +5.2% | -0.1% | +3.8% |
| 30D | -10.2% | -19.3% | +9.1% | -4.6% |
| 3M | -41.8% | -22.6% | -19.2% | -37.3% |
| 6M | +57.5% | +62.8% | -5.3% | +41.2% |
| YTD | +277.0% | +68.3% | +208.7% | +233.0% |
| 1Y | +1,982.4% | +28.5% | +1,953.9% | +1,817.2% |
| 3Y | +2,234.8% | +554.0% | +1,680.8% | +1,279.2% |
| 5Y | +528.3% | -56.2% | +584.6% | +466.6% |
| All | +876.9% | -62.4% | +939.3% | +840.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling