+333.5%
CAT vs AXTI
+624.6%
-291.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +12.8% | -11.8% | -0.1% |
| 7D | +5.6% | +24.0% | -18.4% | +3.5% |
| 30D | -2.3% | -21.5% | +19.1% | -0.8% |
| 3M | -10.0% | -23.4% | +13.4% | -10.4% |
| 6M | +21.2% | +114.9% | -93.6% | +6.9% |
| YTD | +44.4% | +325.4% | -281.0% | +17.2% |
| 1Y | +96.3% | +2,136.7% | -2,040.4% | +34.4% |
| 3Y | +203.9% | +2,835.0% | -2,631.1% | +86.2% |
| 5Y | +333.5% | +652.8% | -319.3% | +197.3% |
| All | +333.5% | +624.6% | -291.1% | +197.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling