+548.6%
AXTI vs ROST
+11,109.1%
-10,560.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.4% |
| 7D | +21.0% | -2.2% | +23.2% | +21.8% |
| 30D | -6.6% | -11.4% | +4.8% | -3.5% |
| 3M | -12.1% | -1.6% | -10.4% | -12.3% |
| 6M | +78.7% | +6.8% | +71.9% | +73.5% |
| YTD | +321.5% | +25.8% | +295.7% | +288.9% |
| 1Y | +2,166.8% | +52.4% | +2,114.4% | +1,866.5% |
| 3Y | +2,807.6% | +94.4% | +2,713.2% | +2,263.9% |
| 5Y | +651.5% | +108.2% | +543.3% | +487.3% |
| 10Y | +1,560.5% | +308.5% | +1,252.0% | +980.3% |
| All | +548.6% | +11,109.1% | -10,560.5% | +66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling