+456.7%
AXTI vs AWK
+20.7%
+436.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.2% | -9.6% | -2.3% |
| 7D | -26.2% | +7.0% | -33.2% | -12.4% |
| 30D | -45.1% | +17.0% | -62.2% | -18.6% |
| 3M | -27.2% | +12.4% | -39.6% | +0.8% |
| 6M | -55.2% | +19.6% | -74.7% | -26.5% |
| YTD | +190.8% | +17.0% | +173.7% | +396.4% |
| 1Y | +456.7% | +20.0% | +436.7% | +888.6% |
| All | +456.7% | +20.7% | +436.0% | +888.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling