+2,664.3%
TSLA vs AXTI
+1,483.6%
+1,180.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +3.2% | +5.1% | -1.9% | +2.3% |
| 30D | +11.6% | -17.5% | +29.0% | +13.8% |
| 3M | -8.4% | -26.7% | +18.2% | -8.4% |
| 6M | -10.4% | +36.8% | -47.2% | -24.5% |
| YTD | -18.7% | +296.1% | -314.9% | -47.3% |
| 1Y | -0.9% | +1,810.6% | -1,811.5% | -55.2% |
| 3Y | +33.6% | +2,587.6% | -2,554.0% | -54.6% |
| 5Y | +48.9% | +601.7% | -552.8% | -31.9% |
| All | +2,664.3% | +1,483.6% | +1,180.7% | +767.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling