+1,572.6%
AXTI vs USFD
+316.1%
+1,256.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.5% | +1.3% |
| 7D | +21.0% | -7.0% | +28.0% | +24.4% |
| 30D | -6.6% | -10.3% | +3.7% | -2.7% |
| 3M | -12.1% | +9.2% | -21.2% | -16.2% |
| 6M | +78.7% | +7.4% | +71.3% | +69.8% |
| YTD | +321.5% | +29.4% | +292.1% | +265.5% |
| 1Y | +2,166.8% | +24.8% | +2,141.9% | +1,882.4% |
| 3Y | +2,807.6% | +150.0% | +2,657.6% | +1,829.6% |
| 5Y | +651.5% | +195.5% | +456.0% | +353.2% |
| All | +1,572.6% | +316.1% | +1,256.5% | +636.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling