+840.0%
AXTI vs XLC
+142.6%
+697.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.5% | +13.3% | +13.3% |
| 7D | +24.0% | +0.6% | +23.4% | +23.0% |
| 30D | -21.5% | +0.2% | -21.7% | -22.6% |
| 3M | -23.4% | +0.6% | -24.0% | -26.0% |
| 6M | +114.9% | -4.5% | +119.4% | +120.1% |
| YTD | +325.4% | -4.7% | +330.2% | +337.7% |
| 1Y | +2,136.7% | -1.7% | +2,138.3% | +2,133.2% |
| 3Y | +2,835.0% | +72.3% | +2,762.7% | +1,539.1% |
| 5Y | +652.8% | +37.8% | +615.1% | +441.5% |
| All | +840.0% | +142.6% | +697.4% | +264.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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