+2,587.6%
AXTI vs UL
+20.7%
+2,566.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.8% |
| 7D | +5.1% | -3.4% | +8.5% | +1.3% |
| 30D | -17.5% | +0.5% | -17.9% | -16.2% |
| 3M | -26.7% | +7.2% | -33.9% | -18.9% |
| 6M | +36.8% | -3.1% | +39.8% | +43.9% |
| YTD | +296.1% | -2.7% | +298.9% | +320.9% |
| 1Y | +1,810.6% | -10.2% | +1,820.9% | +1,880.4% |
| 3Y | +2,587.6% | +20.3% | +2,567.3% | +3,186.0% |
| All | +2,587.6% | +20.7% | +2,566.9% | +3,186.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling