+57.3%
DRAM vs AXTI
-2.2%
+59.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.3% | +4.6% | -0.3% |
| 7D | +18.0% | +18.6% | -0.6% | +11.6% |
| 30D | -17.4% | -32.6% | +15.3% | -7.8% |
| 3M | -20.3% | -44.5% | +24.2% | -7.9% |
| 6M | -14.9% | -64.6% | +49.7% | -3.1% |
| All | +57.3% | -2.2% | +59.5% | +64.8% |
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