+1,472.1%
AXTI vs PM
+219.2%
+1,252.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +5.1% | +4.7% | +0.4% | +4.0% |
| 30D | -17.5% | +2.6% | -20.1% | -18.3% |
| 3M | -26.7% | +6.6% | -33.2% | -29.3% |
| 6M | +36.8% | +16.5% | +20.3% | +28.0% |
| YTD | +296.1% | +21.2% | +275.0% | +265.3% |
| 1Y | +1,810.6% | +17.9% | +1,792.7% | +1,660.2% |
| 3Y | +2,587.6% | +129.8% | +2,457.7% | +1,716.1% |
| 5Y | +601.7% | +133.0% | +468.7% | +364.8% |
| All | +1,472.1% | +219.2% | +1,252.8% | +789.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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