+670.5%
AXTI vs XLB
+822.6%
-152.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.3% | +10.0% | +9.9% |
| 7D | +5.1% | -1.4% | +6.5% | +6.3% |
| 30D | -10.2% | -0.4% | -9.8% | -10.1% |
| 3M | -41.8% | +2.0% | -43.8% | -43.6% |
| 6M | +57.5% | +1.8% | +55.7% | +53.0% |
| YTD | +277.0% | +16.6% | +260.4% | +228.6% |
| 1Y | +1,982.4% | +16.9% | +1,965.5% | +1,713.8% |
| 3Y | +2,234.8% | +32.6% | +2,202.3% | +1,814.6% |
| 5Y | +528.3% | +35.6% | +492.7% | +415.8% |
| 10Y | +1,310.5% | +160.0% | +1,150.5% | +659.1% |
| All | +670.5% | +822.6% | -152.1% | +73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling