+293.8%
AXTI vs ALK
+270.1%
+23.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.5% |
| 7D | +7.6% | -1.2% | +8.8% | +8.1% |
| 30D | -32.1% | +7.7% | -39.8% | -34.0% |
| 3M | -46.0% | -19.0% | -27.0% | -43.0% |
| 6M | -65.7% | -0.2% | -65.5% | -66.4% |
| YTD | +155.9% | -23.5% | +179.4% | +166.4% |
| 1Y | +300.8% | -9.1% | +309.9% | +296.5% |
| 3Y | +1,981.6% | +12.0% | +1,969.6% | +1,753.2% |
| 5Y | +359.3% | -30.9% | +390.1% | +368.3% |
| 10Y | +780.8% | -45.6% | +826.4% | +789.7% |
| All | +293.8% | +270.1% | +23.7% | +59.7% |
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