+548.6%
AXTI vs ROK
+4,308.4%
-3,759.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +21.0% | +0.2% | +20.8% | +20.9% |
| 30D | -6.6% | -1.8% | -4.8% | -5.5% |
| 3M | -12.1% | -7.2% | -4.9% | -7.4% |
| 6M | +78.7% | +14.2% | +64.6% | +69.3% |
| YTD | +321.5% | +10.6% | +310.9% | +307.2% |
| 1Y | +2,166.8% | +25.9% | +2,140.9% | +1,961.9% |
| 3Y | +2,807.6% | +50.8% | +2,756.8% | +2,294.9% |
| 5Y | +651.5% | +47.0% | +604.4% | +517.0% |
| 10Y | +1,560.5% | +354.9% | +1,205.6% | +675.9% |
| All | +548.6% | +4,308.4% | -3,759.8% | -21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling