+554.7%
AXTI vs SAN
+379.6%
+175.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.5% | +13.3% | +13.0% |
| 7D | +24.0% | +3.3% | +20.6% | +22.1% |
| 30D | -21.5% | +1.1% | -22.6% | -21.9% |
| 3M | -23.4% | +22.2% | -45.6% | -29.2% |
| 6M | +114.9% | +36.0% | +78.9% | +88.7% |
| YTD | +325.4% | +28.2% | +297.2% | +281.5% |
| 1Y | +2,136.7% | +54.1% | +2,082.5% | +1,771.6% |
| 3Y | +2,835.0% | +354.2% | +2,480.8% | +1,446.5% |
| 5Y | +652.8% | +387.3% | +265.5% | +273.2% |
| 10Y | +1,513.9% | +334.8% | +1,179.1% | +684.4% |
| All | +554.7% | +379.6% | +175.1% | +67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling