+1,472.1%
AXTI vs ROST
+317.9%
+1,154.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -1.0% |
| 7D | +5.1% | +0.2% | +4.9% | +4.9% |
| 30D | -17.5% | -6.9% | -10.6% | -15.0% |
| 3M | -26.7% | -3.3% | -23.4% | -26.4% |
| 6M | +36.8% | +9.0% | +27.7% | +28.6% |
| YTD | +296.1% | +28.9% | +267.3% | +241.5% |
| 1Y | +1,810.6% | +54.0% | +1,756.6% | +1,396.2% |
| 3Y | +2,587.6% | +100.7% | +2,486.8% | +1,763.7% |
| 5Y | +601.7% | +116.0% | +485.7% | +352.7% |
| All | +1,472.1% | +317.9% | +1,154.2% | +676.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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