+762.7%
AXTI vs SWKS
+49.3%
+713.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.8% |
| 7D | +7.6% | +9.4% | -1.8% | +1.4% |
| 30D | -32.1% | +17.0% | -49.0% | -38.4% |
| 3M | -46.0% | +28.9% | -74.9% | -55.6% |
| 6M | -65.7% | +33.1% | -98.8% | -71.9% |
| YTD | +155.9% | +44.8% | +111.1% | +94.9% |
| 1Y | +300.8% | +36.2% | +264.6% | +218.6% |
| 3Y | +1,981.6% | +11.5% | +1,970.1% | +1,671.2% |
| 5Y | +359.3% | -37.1% | +396.3% | +493.9% |
| All | +762.7% | +49.3% | +713.4% | +520.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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