+516.2%
AXTI vs OUST
-64.1%
+580.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +14.0% | -8.1% | +2.0% |
| 7D | -29.4% | +17.0% | -46.4% | -32.4% |
| 30D | -51.3% | -16.5% | -34.8% | -48.7% |
| 3M | -48.3% | -23.7% | -24.6% | -43.8% |
| 6M | -62.9% | +18.4% | -81.3% | -63.9% |
| YTD | +137.8% | +60.8% | +77.0% | +114.5% |
| 1Y | +338.3% | +44.2% | +294.1% | +304.4% |
| 3Y | +1,590.4% | +668.1% | +922.3% | +884.8% |
| 5Y | +321.7% | -48.8% | +370.5% | +276.2% |
| All | +516.2% | -64.1% | +580.3% | +505.9% |
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