+1,195.4%
AXTI vs HWM
+1,311.7%
-116.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | +5.1% | -11.4% | +16.5% | +9.9% |
| 30D | -17.5% | -18.5% | +1.0% | -10.7% |
| 3M | -26.7% | -13.2% | -13.5% | -22.2% |
| 6M | +36.8% | -8.7% | +45.4% | +38.9% |
| YTD | +296.1% | +12.2% | +284.0% | +267.9% |
| 1Y | +1,810.6% | +24.9% | +1,785.7% | +1,604.6% |
| 3Y | +2,587.6% | +383.9% | +2,203.6% | +1,226.4% |
| 5Y | +601.7% | +646.1% | -44.4% | +191.7% |
| All | +1,195.4% | +1,311.7% | -116.3% | +298.5% |
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