-22.3%
C vs AXTI
+314.7%
-336.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.3% | +7.2% | +0.7% |
| 7D | +4.7% | +18.6% | -13.8% | +2.5% |
| 30D | +0.2% | -32.6% | +32.8% | +3.3% |
| 3M | -9.3% | -44.5% | +35.2% | -5.8% |
| 6M | -0.8% | -64.6% | +63.7% | +4.0% |
| YTD | +8.5% | +166.3% | -157.8% | -15.3% |
| 1Y | +23.1% | +296.5% | -273.4% | -9.0% |
| 3Y | +220.8% | +2,099.0% | -1,878.2% | +70.6% |
| 5Y | +112.4% | +377.9% | -265.5% | +31.7% |
| 10Y | +217.9% | +816.6% | -598.7% | +63.8% |
| All | -22.3% | +314.7% | -336.9% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTI.
Daily Out/Under-Performance
Portfolio return minus AXTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTI 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 AXTI 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