+651.5%
AXTI vs RL
+233.3%
+418.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | +0.9% |
| 7D | +21.0% | -0.3% | +21.3% | +21.1% |
| 30D | -6.6% | -17.5% | +10.9% | +3.6% |
| 3M | -12.1% | -14.0% | +1.9% | -5.5% |
| 6M | +78.7% | -2.0% | +80.7% | +74.8% |
| YTD | +321.5% | -4.6% | +326.1% | +320.7% |
| 1Y | +2,166.8% | +9.5% | +2,157.3% | +1,980.4% |
| 3Y | +2,807.6% | +200.5% | +2,607.1% | +1,453.1% |
| 5Y | +651.5% | +226.3% | +425.2% | +287.2% |
| All | +651.5% | +233.3% | +418.2% | +287.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling