+743.4%
AXTI vs Z
-64.7%
+808.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -0.8% |
| 7D | +5.1% | -6.0% | +11.1% | +6.3% |
| 30D | -17.5% | -2.3% | -15.2% | -17.9% |
| 3M | -26.7% | -0.6% | -26.1% | -28.7% |
| 6M | +36.8% | -27.6% | +64.4% | +44.6% |
| YTD | +296.1% | -52.4% | +348.5% | +366.9% |
| 1Y | +1,810.6% | -63.6% | +1,874.2% | +2,321.1% |
| 3Y | +2,587.6% | -36.4% | +2,623.9% | +2,622.7% |
| All | +743.4% | -64.7% | +808.0% | +732.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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