+268.4%
DIS vs AXTI
+487.0%
-218.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +9.7% | -11.4% | -2.4% |
| 7D | -2.6% | +5.1% | -7.7% | -3.0% |
| 30D | +3.5% | -10.2% | +13.6% | +3.5% |
| 3M | +6.8% | -41.8% | +48.7% | +8.1% |
| 6M | +3.0% | +57.5% | -54.5% | -6.7% |
| YTD | -6.7% | +277.0% | -283.7% | -23.1% |
| 1Y | -10.1% | +1,982.4% | -1,992.5% | -37.1% |
| 3Y | +33.0% | +2,234.8% | -2,201.8% | -15.2% |
| 5Y | -40.0% | +528.3% | -568.3% | -58.1% |
| 10Y | +21.1% | +1,310.5% | -1,289.5% | -27.6% |
| All | +268.4% | +487.0% | -218.6% | +73.9% |
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