+83.7%
AXTI vs UMC
+292.0%
-208.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | -0.8% |
| 7D | +5.1% | +9.0% | -3.9% | +1.9% |
| 30D | -17.5% | +17.2% | -34.7% | -22.1% |
| 3M | -26.7% | +11.4% | -38.1% | -29.0% |
| 6M | +36.8% | +137.5% | -100.7% | -0.4% |
| YTD | +296.1% | +193.1% | +103.0% | +164.6% |
| 1Y | +1,810.6% | +240.3% | +1,570.3% | +1,119.1% |
| 3Y | +2,587.6% | +262.2% | +2,325.4% | +1,572.1% |
| 5Y | +601.7% | +143.1% | +458.6% | +395.1% |
| 10Y | +1,460.7% | +1,853.0% | -392.3% | +425.0% |
| All | +83.7% | +292.0% | -208.2% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling