+2,587.6%
AXTI vs SPYG
+98.4%
+2,489.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -1.5% |
| 7D | +5.1% | -0.9% | +6.0% | +6.9% |
| 30D | -17.5% | -1.5% | -15.9% | -14.6% |
| 3M | -26.7% | +3.7% | -30.4% | -27.9% |
| 6M | +36.8% | +16.4% | +20.3% | +10.6% |
| YTD | +296.1% | +13.3% | +282.8% | +241.9% |
| 1Y | +1,810.6% | +17.9% | +1,792.8% | +1,502.6% |
| 3Y | +2,587.6% | +98.3% | +2,489.2% | +1,151.3% |
| All | +2,587.6% | +98.4% | +2,489.2% | +1,151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 3y: compounded portfolio wealth divided by compounded SPYG 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…
3y analysis · Full analysis span regression · 6 months rolling