+1,472.1%
AXTI vs URA
+346.2%
+1,125.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +2.1% |
| 7D | +5.1% | -5.5% | +10.6% | +9.0% |
| 30D | -17.5% | -3.7% | -13.8% | -15.2% |
| 3M | -26.7% | -2.9% | -23.8% | -22.9% |
| 6M | +36.8% | -15.2% | +52.0% | +55.1% |
| YTD | +296.1% | +1.9% | +294.3% | +303.3% |
| 1Y | +1,810.6% | +6.9% | +1,803.7% | +1,801.6% |
| 3Y | +2,587.6% | +99.6% | +2,487.9% | +1,775.3% |
| 5Y | +601.7% | +101.2% | +500.6% | +353.2% |
| All | +1,472.1% | +346.2% | +1,125.9% | +491.8% |
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