+943.2%
DIA vs AXTI
+562.5%
+380.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +12.8% | -14.0% | -1.9% |
| 7D | +0.1% | +24.0% | -23.9% | -1.4% |
| 30D | -2.1% | -21.5% | +19.4% | -1.1% |
| 3M | +4.2% | -23.4% | +27.5% | +3.6% |
| 6M | +11.9% | +114.9% | -103.0% | +1.5% |
| YTD | +10.8% | +325.4% | -314.6% | -5.6% |
| 1Y | +17.5% | +2,136.7% | -2,119.1% | -11.9% |
| 3Y | +59.9% | +2,835.0% | -2,775.1% | +10.1% |
| 5Y | +64.1% | +652.8% | -588.7% | +21.8% |
| 10Y | +246.2% | +1,513.9% | -1,267.7% | +127.1% |
| All | +943.2% | +562.5% | +380.7% | +443.9% |
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