+1,472.1%
AXTI vs SM
+23.0%
+1,449.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +5.1% | +4.6% | +0.5% | +4.3% |
| 30D | -17.5% | +18.2% | -35.7% | -19.9% |
| 3M | -26.7% | +22.5% | -49.2% | -30.3% |
| 6M | +36.8% | +50.6% | -13.8% | +24.8% |
| YTD | +296.1% | +108.1% | +188.0% | +239.7% |
| 1Y | +1,810.6% | +46.0% | +1,764.6% | +1,641.9% |
| 3Y | +2,587.6% | +2.9% | +2,584.7% | +2,488.5% |
| 5Y | +601.7% | +112.6% | +489.1% | +479.0% |
| All | +1,472.1% | +23.0% | +1,449.1% | +861.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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