+480.1%
AXTI vs RL
+1,419.4%
-939.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.0% | +7.6% | +9.0% |
| 7D | +5.1% | -0.8% | +5.9% | +5.5% |
| 30D | -10.2% | -7.8% | -2.4% | -8.0% |
| 3M | -41.8% | -4.0% | -37.8% | -41.6% |
| 6M | +57.5% | -1.9% | +59.4% | +56.9% |
| YTD | +277.0% | -0.2% | +277.2% | +273.2% |
| 1Y | +1,982.4% | +10.7% | +1,971.8% | +1,889.2% |
| 3Y | +2,234.8% | +210.8% | +2,024.1% | +1,505.6% |
| 5Y | +528.3% | +238.2% | +290.1% | +313.9% |
| 10Y | +1,310.5% | +313.4% | +997.2% | +716.6% |
| All | +480.1% | +1,419.4% | -939.2% | +93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling