+658.7%
AXTI vs SW
+730.4%
-71.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.8% | -1.5% | -21.3% | -22.7% |
| 7D | -39.7% | +4.7% | -44.3% | -39.9% |
| 30D | -56.3% | +5.0% | -61.3% | -56.5% |
| 3M | -46.5% | -7.3% | -39.1% | -46.3% |
| 6M | -65.9% | +15.0% | -80.8% | -66.4% |
| YTD | +124.6% | +18.5% | +106.1% | +119.5% |
| 1Y | +303.5% | +27.1% | +276.4% | +292.1% |
| 3Y | +1,532.0% | +49.3% | +1,482.7% | +1,469.9% |
| 5Y | +298.3% | -1.6% | +299.9% | +286.1% |
| 10Y | +613.0% | +185.4% | +427.6% | +571.6% |
| All | +658.7% | +730.4% | -71.7% | +616.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling