+865.7%
AXTI vs SNAP
-77.0%
+942.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.0% | -10.1% | -7.0% |
| 7D | +15.1% | -3.2% | +18.3% | +15.7% |
| 30D | -12.3% | +0.2% | -12.5% | -13.0% |
| 3M | -24.1% | +2.6% | -26.7% | -25.5% |
| 6M | +46.0% | +12.4% | +33.6% | +39.3% |
| YTD | +295.7% | -31.6% | +327.3% | +319.3% |
| 1Y | +1,825.6% | -21.7% | +1,847.3% | +1,889.6% |
| 3Y | +2,630.0% | -41.2% | +2,671.2% | +2,728.1% |
| 5Y | +601.0% | -92.6% | +693.6% | +875.2% |
| All | +865.7% | -77.0% | +942.7% | +845.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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