+3,894.1%
CAT vs AXTI
+298.5%
+3,595.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.5% |
| 7D | +7.4% | +7.6% | -0.2% | +6.6% |
| 30D | -19.7% | -32.1% | +12.4% | -17.3% |
| 3M | -29.6% | -46.0% | +16.4% | -26.6% |
| 6M | -33.2% | -65.7% | +32.5% | -29.6% |
| YTD | +5.7% | +155.9% | -150.2% | -11.2% |
| 1Y | +9.3% | +300.8% | -291.4% | -12.2% |
| 3Y | +158.3% | +1,981.6% | -1,823.3% | +63.2% |
| 5Y | +211.6% | +359.3% | -147.7% | +120.0% |
| 10Y | +698.5% | +780.8% | -82.4% | +390.4% |
| All | +3,894.1% | +298.5% | +3,595.6% | +2,044.1% |
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