+4,984.8%
COST vs AXTI
+556.3%
+4,428.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -2.8% | +21.0% | -23.8% | -3.6% |
| 30D | -5.3% | -6.6% | +1.4% | -5.3% |
| 3M | -6.7% | -12.1% | +5.4% | -7.6% |
| 6M | -9.9% | +78.7% | -88.7% | -15.3% |
| YTD | +5.1% | +321.5% | -316.3% | -6.6% |
| 1Y | -7.3% | +2,166.8% | -2,174.1% | -25.2% |
| 3Y | +70.4% | +2,807.6% | -2,737.2% | +28.7% |
| 5Y | +104.4% | +651.5% | -547.1% | +63.7% |
| 10Y | +609.0% | +1,560.5% | -951.5% | +412.1% |
| All | +4,984.8% | +556.3% | +4,428.5% | +2,771.2% |
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 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