+601.0%
AXTI vs XLB
+32.8%
+568.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.2% | -4.9% | -4.7% |
| 7D | +15.1% | -3.5% | +18.7% | +19.8% |
| 30D | -12.3% | -4.7% | -7.6% | -7.8% |
| 3M | -24.1% | +2.7% | -26.9% | -28.5% |
| 6M | +46.0% | +2.6% | +43.5% | +36.5% |
| YTD | +295.7% | +12.8% | +282.9% | +225.7% |
| 1Y | +1,825.6% | +14.0% | +1,811.6% | +1,463.9% |
| 3Y | +2,630.0% | +31.5% | +2,598.5% | +1,879.7% |
| 5Y | +601.0% | +33.4% | +567.5% | +419.8% |
| All | +601.0% | +32.8% | +568.2% | +419.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 5y: compounded portfolio wealth divided by compounded XLB 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…
5y analysis · Full analysis span regression · 6 months rolling