+1,472.1%
AXTI vs RNG
+222.9%
+1,249.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +5.1% | -6.1% | +11.2% | +7.0% |
| 30D | -17.5% | +9.6% | -27.1% | -20.7% |
| 3M | -26.7% | +83.3% | -110.0% | -43.3% |
| 6M | +36.8% | +77.9% | -41.2% | +6.2% |
| YTD | +296.1% | +139.9% | +156.2% | +168.7% |
| 1Y | +1,810.6% | +121.7% | +1,689.0% | +1,238.2% |
| 3Y | +2,587.6% | +121.9% | +2,465.7% | +1,713.6% |
| 5Y | +601.7% | -68.4% | +670.1% | +687.3% |
| All | +1,472.1% | +222.9% | +1,249.2% | +585.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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