+1,472.1%
AXTI vs ROK
+357.9%
+1,114.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -1.0% |
| 7D | +5.1% | -1.2% | +6.3% | +5.9% |
| 30D | -17.5% | -4.8% | -12.7% | -14.5% |
| 3M | -26.7% | -6.1% | -20.6% | -22.1% |
| 6M | +36.8% | +15.5% | +21.3% | +26.9% |
| YTD | +296.1% | +11.2% | +285.0% | +277.4% |
| 1Y | +1,810.6% | +23.8% | +1,786.8% | +1,614.6% |
| 3Y | +2,587.6% | +53.1% | +2,534.4% | +1,979.6% |
| 5Y | +601.7% | +48.3% | +553.4% | +439.1% |
| All | +1,472.1% | +357.9% | +1,114.2% | +518.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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