+1,472.1%
AXTI vs STLA
+55.1%
+1,417.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.7% |
| 7D | +5.1% | -2.9% | +8.0% | +6.0% |
| 30D | -17.5% | +0.9% | -18.4% | -18.4% |
| 3M | -26.7% | -21.6% | -5.1% | -21.1% |
| 6M | +36.8% | -21.6% | +58.4% | +44.7% |
| YTD | +296.1% | -50.4% | +346.6% | +381.4% |
| 1Y | +1,810.6% | -43.6% | +1,854.2% | +2,076.5% |
| 3Y | +2,587.6% | -66.4% | +2,654.0% | +3,658.0% |
| 5Y | +601.7% | -62.3% | +664.0% | +806.6% |
| All | +1,472.1% | +55.1% | +1,417.0% | +1,497.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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