+1,175.0%
AXTI vs QS
-46.4%
+1,221.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.2% |
| 7D | +5.1% | -3.6% | +8.7% | +5.8% |
| 30D | -17.5% | -17.2% | -0.2% | -14.6% |
| 3M | -26.7% | -27.0% | +0.3% | -22.3% |
| 6M | +36.8% | -24.6% | +61.3% | +44.4% |
| YTD | +296.1% | -49.3% | +345.5% | +341.4% |
| 1Y | +1,810.6% | -40.3% | +1,851.0% | +1,976.5% |
| 3Y | +2,587.6% | -23.8% | +2,611.4% | +2,547.9% |
| 5Y | +601.7% | -75.0% | +676.7% | +627.9% |
| All | +1,175.0% | -46.4% | +1,221.4% | +1,559.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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