+1,472.1%
AXTI vs UMC
+1,863.6%
-391.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | -1.1% |
| 7D | +5.1% | +9.0% | -3.9% | +0.7% |
| 30D | -17.5% | +17.2% | -34.7% | -23.8% |
| 3M | -26.7% | +11.4% | -38.1% | -30.1% |
| 6M | +36.8% | +137.5% | -100.7% | -11.7% |
| YTD | +296.1% | +193.1% | +103.0% | +126.7% |
| 1Y | +1,810.6% | +240.3% | +1,570.3% | +927.0% |
| 3Y | +2,587.6% | +262.2% | +2,325.4% | +1,296.0% |
| 5Y | +601.7% | +143.1% | +458.6% | +324.1% |
| All | +1,472.1% | +1,863.6% | -391.5% | +264.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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