-23.4%
AXTI vs AWK
+14.4%
-37.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.2% | +13.1% | +12.0% |
| 7D | +24.0% | +2.2% | +21.8% | +34.4% |
| 30D | -21.5% | +4.4% | -25.9% | -4.2% |
| 3M | -23.4% | +15.4% | -38.7% | +35.5% |
| All | -23.4% | +14.4% | -37.7% | +35.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling