+1,470.4%
AXTI vs ARMK
+138.5%
+1,331.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.3% | -5.8% | -6.0% |
| 7D | +15.1% | -0.9% | +16.0% | +15.6% |
| 30D | -12.3% | -5.9% | -6.4% | -9.9% |
| 3M | -24.1% | +6.7% | -30.8% | -26.3% |
| 6M | +46.0% | +42.5% | +3.5% | +23.3% |
| YTD | +295.7% | +55.1% | +240.6% | +221.1% |
| 1Y | +1,825.6% | +50.3% | +1,775.3% | +1,474.8% |
| 3Y | +2,630.0% | +122.2% | +2,507.8% | +1,753.1% |
| 5Y | +601.0% | +155.2% | +445.8% | +343.2% |
| All | +1,470.4% | +138.5% | +1,331.9% | +890.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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