+1,472.1%
AXTI vs SNY
+64.5%
+1,407.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +5.1% | -3.3% | +8.4% | +5.8% |
| 30D | -17.5% | -2.2% | -15.3% | -17.2% |
| 3M | -26.7% | -3.0% | -23.6% | -26.8% |
| 6M | +36.8% | +2.7% | +34.0% | +33.4% |
| YTD | +296.1% | -6.8% | +303.0% | +298.2% |
| 1Y | +1,810.6% | -5.3% | +1,815.9% | +1,806.9% |
| 3Y | +2,587.6% | -9.8% | +2,597.3% | +2,573.6% |
| 5Y | +601.7% | +9.7% | +592.1% | +536.0% |
| All | +1,472.1% | +64.5% | +1,407.6% | +1,193.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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