+317.2%
AXTI vs SW
-2.6%
+319.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.9% | +6.8% | +6.0% |
| 7D | -29.4% | +2.3% | -31.7% | -29.7% |
| 30D | -51.3% | +6.8% | -58.1% | -52.0% |
| 3M | -48.3% | -5.2% | -43.1% | -48.0% |
| 6M | -62.9% | +7.4% | -70.3% | -64.1% |
| YTD | +137.8% | +17.4% | +120.4% | +122.4% |
| 1Y | +338.3% | +27.1% | +311.2% | +301.5% |
| 3Y | +1,590.4% | +47.9% | +1,542.6% | +1,381.0% |
| All | +317.2% | -2.6% | +319.7% | +281.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 5y: compounded portfolio wealth divided by compounded SW 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…
5y analysis · Full analysis span regression · 6 months rolling