+1,472.1%
AXTI vs RIO
+608.6%
+863.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.3% |
| 7D | +5.1% | -3.2% | +8.3% | +7.4% |
| 30D | -17.5% | +0.9% | -18.4% | -17.9% |
| 3M | -26.7% | -1.4% | -25.2% | -25.5% |
| 6M | +36.8% | +10.9% | +25.8% | +29.3% |
| YTD | +296.1% | +31.2% | +264.9% | +240.7% |
| 1Y | +1,810.6% | +67.9% | +1,742.7% | +1,342.6% |
| 3Y | +2,587.6% | +88.8% | +2,498.8% | +1,823.1% |
| 5Y | +601.7% | +93.1% | +508.6% | +378.5% |
| All | +1,472.1% | +608.6% | +863.4% | +678.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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