+508.9%
AXTI vs RMBS
+714.1%
-205.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.6% | -3.5% | -5.4% |
| 7D | +15.1% | +1.2% | +13.9% | +14.9% |
| 30D | -12.3% | -11.5% | -0.8% | -8.5% |
| 3M | -24.1% | -38.2% | +14.1% | -10.9% |
| 6M | +46.0% | -4.8% | +50.8% | +50.6% |
| YTD | +295.7% | -7.1% | +302.8% | +304.1% |
| 1Y | +1,825.6% | +10.7% | +1,814.9% | +1,780.4% |
| 3Y | +2,630.0% | +54.5% | +2,575.5% | +2,266.6% |
| 5Y | +601.0% | +261.7% | +339.3% | +390.3% |
| 10Y | +1,459.0% | +551.5% | +907.5% | +864.8% |
| All | +508.9% | +714.1% | -205.1% | +63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling