+2,822.7%
AXTI vs USFR
+27.6%
+2,795.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | 0.0% | +12.8% | +12.9% |
| 7D | +24.0% | +0.1% | +23.9% | +24.0% |
| 30D | -21.5% | +0.3% | -21.8% | -21.4% |
| 3M | -23.4% | +1.0% | -24.4% | -23.3% |
| 6M | +114.9% | +1.9% | +113.0% | +115.4% |
| YTD | +325.4% | +2.7% | +322.8% | +327.0% |
| 1Y | +2,136.7% | +4.0% | +2,132.6% | +2,149.4% |
| 3Y | +2,835.0% | +14.0% | +2,821.0% | +2,937.0% |
| 5Y | +652.8% | +20.4% | +632.4% | +692.8% |
| 10Y | +1,513.9% | +28.1% | +1,485.9% | +1,637.8% |
| All | +2,822.7% | +27.6% | +2,795.1% | +2,960.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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