+2,950.9%
AXTI vs Z
+17.0%
+2,933.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -6.4% | +19.3% | +14.6% |
| 7D | +24.0% | -3.3% | +27.2% | +24.6% |
| 30D | -21.5% | -3.7% | -17.8% | -21.7% |
| 3M | -23.4% | -7.0% | -16.4% | -24.5% |
| 6M | +114.9% | -29.5% | +144.4% | +128.9% |
| YTD | +325.4% | -52.6% | +378.0% | +404.0% |
| 1Y | +2,136.7% | -64.0% | +2,200.7% | +2,753.1% |
| 3Y | +2,835.0% | -36.4% | +2,871.5% | +2,901.1% |
| 5Y | +652.8% | -65.8% | +718.6% | +757.2% |
| 10Y | +1,513.9% | -5.8% | +1,519.7% | +1,331.6% |
| All | +2,950.9% | +17.0% | +2,933.8% | +2,685.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling