-5.6%
COST vs AXTI
+1,805.0%
-1,810.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.2% | +5.1% | -6.3% | -1.1% |
| 30D | -4.7% | -17.5% | +12.7% | -4.9% |
| 3M | -7.1% | -26.7% | +19.6% | -6.7% |
| 6M | -8.5% | +36.8% | -45.3% | -7.9% |
| YTD | +5.4% | +296.1% | -290.8% | +6.5% |
| 1Y | -5.6% | +1,810.6% | -1,816.2% | +0.3% |
| All | -5.6% | +1,805.0% | -1,810.6% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling