+480.1%
AXTI vs ALK
+304.3%
+175.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.5% | +8.1% | +9.2% |
| 7D | +5.1% | -0.7% | +5.8% | +5.4% |
| 30D | -10.2% | -19.2% | +9.1% | -4.6% |
| 3M | -41.8% | -1.5% | -40.3% | -42.1% |
| 6M | +57.5% | -13.1% | +70.6% | +59.7% |
| YTD | +277.0% | -16.4% | +293.4% | +284.6% |
| 1Y | +1,982.4% | -33.1% | +2,015.5% | +2,151.3% |
| 3Y | +2,234.8% | +0.6% | +2,234.2% | +2,058.6% |
| 5Y | +528.3% | -26.4% | +554.7% | +529.8% |
| 10Y | +1,310.5% | -34.2% | +1,344.7% | +1,257.9% |
| All | +480.1% | +304.3% | +175.8% | +130.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling