+1,470.4%
AXTI vs RL
+308.3%
+1,162.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.3% | -6.4% | -6.2% |
| 7D | +15.1% | -2.2% | +17.3% | +16.2% |
| 30D | -12.3% | -15.3% | +3.0% | -6.0% |
| 3M | -24.1% | -10.3% | -13.8% | -21.0% |
| 6M | +46.0% | -2.2% | +48.3% | +44.4% |
| YTD | +295.7% | -4.3% | +300.0% | +296.3% |
| 1Y | +1,825.6% | +8.9% | +1,816.7% | +1,720.7% |
| 3Y | +2,630.0% | +201.4% | +2,428.5% | +1,624.2% |
| 5Y | +601.0% | +230.6% | +370.4% | +318.9% |
| All | +1,470.4% | +308.3% | +1,162.1% | +776.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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