+377.9%
AXTI vs ALK
-31.3%
+409.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.8% | -2.5% | -5.8% |
| 7D | +18.6% | +0.9% | +17.7% | +18.4% |
| 30D | -32.6% | +3.3% | -35.9% | -33.7% |
| 3M | -44.5% | -17.6% | -26.9% | -41.2% |
| 6M | -64.6% | +0.8% | -65.4% | -65.5% |
| YTD | +166.3% | -22.4% | +188.7% | +179.8% |
| 1Y | +296.5% | -10.1% | +306.6% | +293.9% |
| 3Y | +2,099.0% | +14.0% | +2,085.0% | +1,651.5% |
| 5Y | +377.9% | -29.8% | +407.8% | +395.4% |
| All | +377.9% | -31.3% | +409.2% | +395.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling