+601.0%
AXTI vs SO
+57.1%
+543.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.7% | -5.4% | -6.3% |
| 7D | +15.1% | -1.1% | +16.3% | +14.8% |
| 30D | -12.3% | -3.7% | -8.6% | -13.1% |
| 3M | -24.1% | -5.9% | -18.2% | -25.1% |
| 6M | +46.0% | -7.3% | +53.4% | +44.4% |
| YTD | +295.7% | +3.1% | +292.6% | +294.5% |
| 1Y | +1,825.6% | -1.0% | +1,826.6% | +1,810.5% |
| 3Y | +2,630.0% | +43.2% | +2,586.7% | +2,405.0% |
| 5Y | +601.0% | +59.1% | +541.9% | +510.7% |
| All | +601.0% | +57.1% | +543.8% | +510.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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