+547.0%
AXTI vs VALE
+2,301.5%
-1,754.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.7% |
| 7D | +21.0% | -1.8% | +22.8% | +21.7% |
| 30D | -6.6% | +6.7% | -13.3% | -8.4% |
| 3M | -12.1% | +4.9% | -17.0% | -13.0% |
| 6M | +78.7% | +3.6% | +75.1% | +78.0% |
| YTD | +321.5% | +21.9% | +299.6% | +302.0% |
| 1Y | +2,166.8% | +61.6% | +2,105.2% | +1,911.2% |
| 3Y | +2,807.6% | +52.1% | +2,755.5% | +2,518.4% |
| 5Y | +651.5% | +43.2% | +608.3% | +567.0% |
| 10Y | +1,560.5% | +521.5% | +1,039.0% | +895.9% |
| All | +547.0% | +2,301.5% | -1,754.5% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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