+509.6%
AXTI vs ITW
+1,271.0%
-761.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.5% |
| 7D | +5.1% | -0.7% | +5.8% | +5.4% |
| 30D | -17.5% | -8.3% | -9.1% | -13.5% |
| 3M | -26.7% | +6.0% | -32.7% | -30.2% |
| 6M | +36.8% | 0.0% | +36.8% | +33.7% |
| YTD | +296.1% | +10.2% | +285.9% | +264.1% |
| 1Y | +1,810.6% | +3.2% | +1,807.4% | +1,711.9% |
| 3Y | +2,587.6% | +21.0% | +2,566.6% | +2,264.0% |
| 5Y | +601.7% | +37.9% | +563.8% | +473.7% |
| 10Y | +1,460.7% | +193.2% | +1,267.5% | +742.8% |
| All | +509.6% | +1,271.0% | -761.4% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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