+1,472.1%
AXTI vs GWRE
+131.0%
+1,341.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +5.1% | -13.2% | +18.3% | +9.6% |
| 30D | -17.5% | -18.6% | +1.1% | -14.8% |
| 3M | -26.7% | +18.9% | -45.6% | -38.2% |
| 6M | +36.8% | -11.0% | +47.7% | +27.8% |
| YTD | +296.1% | -29.9% | +326.0% | +306.1% |
| 1Y | +1,810.6% | -44.3% | +1,855.0% | +2,098.6% |
| 3Y | +2,587.6% | +51.7% | +2,535.9% | +1,503.0% |
| 5Y | +601.7% | +15.4% | +586.3% | +383.1% |
| All | +1,472.1% | +131.0% | +1,341.1% | +561.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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