+688.6%
CAT vs AXTI
+771.7%
-83.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.4% |
| 7D | +7.4% | +7.6% | -0.2% | +6.4% |
| 30D | -19.7% | -32.1% | +12.4% | -17.0% |
| 3M | -29.6% | -46.0% | +16.4% | -26.1% |
| 6M | -33.2% | -65.7% | +32.5% | -29.1% |
| YTD | +5.7% | +155.9% | -150.2% | -14.0% |
| 1Y | +9.3% | +300.8% | -291.4% | -15.9% |
| 3Y | +158.3% | +1,981.6% | -1,823.3% | +46.7% |
| 5Y | +211.6% | +359.3% | -147.7% | +107.4% |
| All | +688.6% | +771.7% | -83.0% | +339.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling