+743.4%
AXTI vs SAN
+385.2%
+358.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.1% | -1.1% |
| 7D | +5.1% | +0.2% | +4.9% | +4.9% |
| 30D | -17.5% | +0.9% | -18.4% | -18.0% |
| 3M | -26.7% | +19.1% | -45.8% | -32.4% |
| 6M | +36.8% | +33.2% | +3.6% | +17.4% |
| YTD | +296.1% | +29.1% | +267.0% | +244.5% |
| 1Y | +1,810.6% | +50.2% | +1,760.4% | +1,451.7% |
| 3Y | +2,587.6% | +351.0% | +2,236.5% | +1,192.9% |
| All | +743.4% | +385.2% | +358.2% | +283.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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