+1,315.0%
AXTI vs AWK
+966.9%
+348.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +21.0% | +0.6% | +20.4% | +20.9% |
| 30D | -6.6% | +4.3% | -10.9% | -7.3% |
| 3M | -12.1% | +12.5% | -24.6% | -14.4% |
| 6M | +78.7% | +3.3% | +75.4% | +75.8% |
| YTD | +321.5% | +9.8% | +311.7% | +307.9% |
| 1Y | +2,166.8% | +2.9% | +2,163.9% | +2,109.5% |
| 3Y | +2,807.6% | +9.6% | +2,798.0% | +2,598.0% |
| 5Y | +651.5% | -16.7% | +668.1% | +650.8% |
| 10Y | +1,560.5% | +136.1% | +1,424.4% | +955.1% |
| All | +1,315.0% | +966.9% | +348.1% | +304.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling