+467.1%
DDOG vs AXTI
+1,496.9%
-1,029.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.7% | -10.5% | -2.1% |
| 7D | -10.1% | +5.1% | -15.3% | -10.8% |
| 30D | -24.8% | -10.2% | -14.6% | -25.1% |
| 3M | -12.6% | -41.8% | +29.3% | -10.7% |
| 6M | +79.9% | +57.5% | +22.4% | +50.9% |
| YTD | +56.6% | +277.0% | -220.4% | +8.4% |
| 1Y | +61.6% | +1,982.4% | -1,920.9% | -20.7% |
| 3Y | +117.9% | +2,234.8% | -2,117.0% | -15.1% |
| 5Y | +54.2% | +528.3% | -474.1% | -18.2% |
| All | +467.1% | +1,496.9% | -1,029.8% | +85.9% |
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