+573.3%
AXTI vs OWL
+22.7%
+550.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.0% | -2.1% | -4.3% |
| 7D | +15.1% | -11.9% | +27.0% | +21.7% |
| 30D | -12.3% | -13.7% | +1.4% | -7.1% |
| 3M | -24.1% | +12.3% | -36.4% | -28.4% |
| 6M | +46.0% | +15.0% | +31.0% | +34.4% |
| YTD | +295.7% | -25.7% | +321.4% | +342.5% |
| 1Y | +1,825.6% | -39.5% | +1,865.1% | +2,246.7% |
| 3Y | +2,630.0% | +0.9% | +2,629.0% | +2,671.2% |
| 5Y | +601.0% | -16.5% | +617.5% | +591.6% |
| All | +573.3% | +22.7% | +550.6% | +564.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded OWL 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling