+743.4%
AXTI vs RMBS
+265.4%
+477.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.9% |
| 7D | +5.1% | +1.8% | +3.3% | +4.2% |
| 30D | -17.5% | -13.9% | -3.6% | -9.4% |
| 3M | -26.7% | -39.8% | +13.1% | -1.3% |
| 6M | +36.8% | -6.0% | +42.8% | +42.2% |
| YTD | +296.1% | -5.4% | +301.5% | +293.4% |
| 1Y | +1,810.6% | -1.8% | +1,812.4% | +1,762.9% |
| 3Y | +2,587.6% | +53.7% | +2,533.9% | +1,721.6% |
| All | +743.4% | +265.4% | +477.9% | +208.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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