+647.7%
AXTI vs SWK
+29.6%
+618.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.2% | +6.1% |
| 7D | -29.4% | +11.0% | -40.4% | -33.8% |
| 30D | -51.3% | +30.1% | -81.3% | -58.2% |
| 3M | -48.3% | +14.7% | -62.9% | -52.5% |
| 6M | -62.9% | +44.5% | -107.4% | -70.5% |
| YTD | +137.8% | +59.4% | +78.4% | +77.9% |
| 1Y | +338.3% | +77.5% | +260.8% | +209.1% |
| 3Y | +1,590.4% | +49.5% | +1,541.0% | +1,181.7% |
| 5Y | +321.7% | -24.9% | +346.6% | +342.5% |
| All | +647.7% | +29.6% | +618.1% | +505.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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