+293.8%
AXTI vs SO
+2,025.0%
-1,731.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.2% | -5.1% | -4.0% |
| 7D | +7.6% | +1.4% | +6.3% | +7.5% |
| 30D | -32.1% | +4.7% | -36.8% | -32.5% |
| 3M | -46.0% | +1.7% | -47.7% | -46.2% |
| 6M | -65.7% | +2.2% | -67.8% | -66.0% |
| YTD | +155.9% | +10.0% | +145.9% | +150.6% |
| 1Y | +300.8% | +6.0% | +294.7% | +294.4% |
| 3Y | +1,981.6% | +54.1% | +1,927.5% | +1,801.8% |
| 5Y | +359.3% | +79.6% | +279.6% | +307.5% |
| 10Y | +780.8% | +195.5% | +585.3% | +611.6% |
| All | +293.8% | +2,025.0% | -1,731.2% | +253.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling