+412.9%
XLF vs AXTI
+803.7%
-390.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.4% |
| 7D | -1.0% | +21.0% | -22.0% | -2.5% |
| 30D | -1.3% | -6.6% | +5.3% | -1.3% |
| 3M | +9.1% | -12.1% | +21.2% | +7.3% |
| 6M | +14.4% | +78.7% | -64.4% | +3.2% |
| YTD | +5.1% | +321.5% | -316.4% | -13.5% |
| 1Y | +8.6% | +2,166.8% | -2,158.1% | -23.5% |
| 3Y | +74.4% | +2,807.6% | -2,733.2% | +10.7% |
| 5Y | +64.4% | +651.5% | -587.1% | +14.3% |
| 10Y | +251.6% | +1,560.5% | -1,308.9% | +110.4% |
| All | +412.9% | +803.7% | -390.8% | +158.4% |
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