+1,470.4%
AXTI vs USFD
+310.2%
+1,160.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.4% | -4.7% | -5.5% |
| 7D | +15.1% | -8.0% | +23.1% | +19.0% |
| 30D | -12.3% | -13.1% | +0.8% | -7.4% |
| 3M | -24.1% | +6.5% | -30.7% | -27.0% |
| 6M | +46.0% | +5.7% | +40.3% | +39.7% |
| YTD | +295.7% | +27.5% | +268.2% | +245.3% |
| 1Y | +1,825.6% | +23.4% | +1,802.2% | +1,592.2% |
| 3Y | +2,630.0% | +146.4% | +2,483.5% | +1,722.8% |
| 5Y | +601.0% | +196.8% | +404.2% | +322.2% |
| All | +1,470.4% | +310.2% | +1,160.2% | +595.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded USFD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling