-65.7%
AXTI vs SO
+2.5%
-68.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.2% | -5.1% | -1.1% |
| 7D | +7.6% | +1.4% | +6.3% | +10.6% |
| 30D | -32.1% | +4.7% | -36.8% | -22.6% |
| 3M | -46.0% | +1.7% | -47.7% | -46.1% |
| 6M | -65.7% | +2.2% | -67.8% | -65.4% |
| All | -65.7% | +2.5% | -68.2% | -65.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling