+762.7%
AXTI vs URA
+266.3%
+496.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.3% | -2.9% |
| 7D | +7.6% | -1.5% | +9.2% | +9.4% |
| 30D | -32.1% | -10.4% | -21.7% | -25.4% |
| 3M | -46.0% | -29.6% | -16.3% | -30.6% |
| 6M | -65.7% | -40.3% | -25.4% | -50.3% |
| YTD | +155.9% | -25.5% | +181.4% | +225.5% |
| 1Y | +300.8% | -26.4% | +327.2% | +416.4% |
| 3Y | +1,981.6% | +31.4% | +1,950.2% | +1,829.9% |
| 5Y | +359.3% | +28.6% | +330.7% | +307.7% |
| All | +762.7% | +266.3% | +496.4% | +246.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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