+3,903.4%
CAT vs AXTI
+347.3%
+3,556.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +19.5% | -16.6% | +1.1% |
| 7D | +1.7% | -1.2% | +2.9% | +1.5% |
| 30D | -24.6% | -24.2% | -0.3% | -23.1% |
| 3M | -28.5% | -36.3% | +7.8% | -26.5% |
| 6M | -34.8% | -62.7% | +27.9% | -31.8% |
| YTD | +5.9% | +187.3% | -181.4% | -11.9% |
| 1Y | +6.8% | +344.8% | -338.0% | -15.0% |
| 3Y | +161.1% | +2,272.2% | -2,111.1% | +63.0% |
| 5Y | +213.4% | +419.6% | -206.2% | +118.9% |
| 10Y | +700.3% | +888.8% | -188.5% | +386.6% |
| All | +3,903.4% | +347.3% | +3,556.1% | +2,027.3% |
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 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