+1,472.1%
AXTI vs RIG
-41.2%
+1,513.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.4% |
| 7D | +5.1% | -3.1% | +8.2% | +5.6% |
| 30D | -17.5% | -0.5% | -16.9% | -17.4% |
| 3M | -26.7% | -6.0% | -20.7% | -26.0% |
| 6M | +36.8% | -10.1% | +46.9% | +38.5% |
| YTD | +296.1% | +37.3% | +258.9% | +270.7% |
| 1Y | +1,810.6% | +73.9% | +1,736.7% | +1,617.1% |
| 3Y | +2,587.6% | -30.2% | +2,617.7% | +2,633.3% |
| 5Y | +601.7% | +62.5% | +539.3% | +489.3% |
| All | +1,472.1% | -41.2% | +1,513.3% | +1,210.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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