+1,472.1%
AXTI vs AWK
+132.0%
+1,340.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | -0.1% |
| 7D | +5.1% | -2.1% | +7.2% | +4.8% |
| 30D | -17.5% | +2.1% | -19.5% | -17.1% |
| 3M | -26.7% | +11.4% | -38.1% | -25.8% |
| 6M | +36.8% | +3.9% | +32.8% | +38.2% |
| YTD | +296.1% | +7.7% | +288.5% | +300.3% |
| 1Y | +1,810.6% | +1.3% | +1,809.3% | +1,832.9% |
| 3Y | +2,587.6% | +7.2% | +2,580.4% | +2,551.1% |
| 5Y | +601.7% | -17.0% | +618.7% | +609.4% |
| All | +1,472.1% | +132.0% | +1,340.1% | +1,483.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling