+1,470.4%
AXTI vs STM
+660.7%
+809.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.6% | -4.5% | -5.1% |
| 7D | +15.1% | -1.1% | +16.2% | +16.1% |
| 30D | -12.3% | -7.8% | -4.5% | -6.3% |
| 3M | -24.1% | -28.2% | +4.1% | -3.1% |
| 6M | +46.0% | +52.0% | -5.9% | +12.4% |
| YTD | +295.7% | +96.4% | +199.3% | +160.4% |
| 1Y | +1,825.6% | +98.8% | +1,726.8% | +1,152.7% |
| 3Y | +2,630.0% | +18.3% | +2,611.7% | +2,247.3% |
| 5Y | +601.0% | +17.7% | +583.3% | +484.7% |
| All | +1,470.4% | +660.7% | +809.7% | +716.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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