+762.7%
AXTI vs HWM
+1,487.1%
-724.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.4% |
| 7D | +7.6% | +7.3% | +0.3% | +4.5% |
| 30D | -32.1% | +1.6% | -33.6% | -32.2% |
| 3M | -46.0% | -21.9% | -24.1% | -40.0% |
| 6M | -65.7% | -19.0% | -46.6% | -62.6% |
| YTD | +155.9% | +7.9% | +148.0% | +143.3% |
| 1Y | +300.8% | +9.9% | +290.8% | +278.7% |
| 3Y | +1,981.6% | +342.1% | +1,639.5% | +971.2% |
| 5Y | +359.3% | +600.8% | -241.5% | +97.0% |
| All | +762.7% | +1,487.1% | -724.4% | +155.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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