+1,572.6%
AXTI vs ALK
-36.9%
+1,609.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | +21.0% | -3.0% | +24.0% | +22.2% |
| 30D | -6.6% | -14.6% | +8.0% | -1.7% |
| 3M | -12.1% | -10.6% | -1.5% | -9.2% |
| 6M | +78.7% | -6.7% | +85.4% | +76.3% |
| YTD | +321.5% | -19.8% | +341.2% | +337.5% |
| 1Y | +2,166.8% | -35.2% | +2,202.0% | +2,429.3% |
| 3Y | +2,807.6% | +1.4% | +2,806.2% | +2,464.0% |
| 5Y | +651.5% | -30.7% | +682.1% | +659.6% |
| All | +1,572.6% | -36.9% | +1,609.5% | +1,680.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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