+743.4%
AXTI vs AWK
-17.6%
+760.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | -0.5% |
| 7D | +5.1% | -2.1% | +7.2% | +4.2% |
| 30D | -17.5% | +2.1% | -19.5% | -16.5% |
| 3M | -26.7% | +11.4% | -38.1% | -23.4% |
| 6M | +36.8% | +3.9% | +32.8% | +41.8% |
| YTD | +296.1% | +7.7% | +288.5% | +313.8% |
| 1Y | +1,810.6% | +1.3% | +1,809.3% | +1,892.7% |
| 3Y | +2,587.6% | +7.2% | +2,580.4% | +2,595.1% |
| All | +743.4% | -17.6% | +760.9% | +684.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling