+3,397.3%
AXTI vs VIVK
-100.0%
+3,497.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.4% | -8.5% | -6.1% |
| 7D | +15.1% | -9.5% | +24.6% | +15.1% |
| 30D | -12.3% | -35.1% | +22.8% | -12.3% |
| 3M | -24.1% | -93.4% | +69.2% | -24.2% |
| 6M | +46.0% | -98.0% | +144.0% | +45.9% |
| YTD | +295.7% | -97.9% | +393.6% | +295.2% |
| 1Y | +1,825.6% | -100.0% | +1,925.6% | +1,824.1% |
| 3Y | +2,630.0% | -100.0% | +2,729.9% | +2,626.7% |
| 5Y | +601.0% | -100.0% | +701.0% | +600.1% |
| 10Y | +1,459.0% | -100.0% | +1,559.0% | +1,463.3% |
| All | +3,397.3% | -100.0% | +3,497.3% | +3,035.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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