+131.2%
TLT vs AXTI
+647.2%
-515.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.7% | -9.5% | +0.3% |
| 7D | -0.4% | +5.1% | -5.6% | -0.3% |
| 30D | -0.6% | -10.2% | +9.6% | -0.6% |
| 3M | -2.7% | -41.8% | +39.1% | -3.1% |
| 6M | -5.6% | +57.5% | -63.2% | -3.5% |
| YTD | -2.8% | +277.0% | -279.8% | +1.7% |
| 1Y | -1.4% | +1,982.4% | -1,983.9% | +7.2% |
| 3Y | -1.6% | +2,234.8% | -2,236.4% | +9.5% |
| 5Y | -33.8% | +528.3% | -562.2% | -28.2% |
| 10Y | -21.1% | +1,310.5% | -1,331.7% | -9.4% |
| All | +131.2% | +647.2% | -515.9% | +162.4% |
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