-23.4%
AXTI vs UL
+14.5%
-37.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.0% | +13.9% | +9.4% |
| 7D | +24.0% | -1.3% | +25.3% | +19.1% |
| 30D | -21.5% | +0.9% | -22.4% | -16.3% |
| 3M | -23.4% | +14.2% | -37.6% | +38.4% |
| All | -23.4% | +14.5% | -37.9% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 3mo: compounded portfolio wealth divided by compounded UL 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…
3mo analysis · Full analysis span regression · Available span rolling