+2,584.6%
AXTI vs AWK
+9.5%
+2,575.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.3% | -5.8% | -6.4% |
| 7D | +15.1% | -0.7% | +15.9% | +14.4% |
| 30D | -12.3% | +2.8% | -15.1% | -9.2% |
| 3M | -24.1% | +11.3% | -35.5% | -14.3% |
| 6M | +46.0% | +6.7% | +39.3% | +62.9% |
| YTD | +295.7% | +9.4% | +286.3% | +353.1% |
| 1Y | +1,825.6% | +3.7% | +1,821.9% | +2,076.6% |
| All | +2,584.6% | +9.5% | +2,575.2% | +2,807.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling