+1,982.4%
AXTI vs XYL
-23.4%
+2,005.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.0% | +11.7% | +9.7% |
| 7D | +5.1% | -5.0% | +10.2% | +5.2% |
| 30D | -10.2% | -13.2% | +3.1% | -10.1% |
| 3M | -41.8% | -3.7% | -38.1% | -45.8% |
| 6M | +57.5% | -17.7% | +75.2% | +73.9% |
| YTD | +277.0% | -21.5% | +298.5% | +340.9% |
| 1Y | +1,982.4% | -24.5% | +2,006.9% | +2,740.5% |
| All | +1,982.4% | -23.4% | +2,005.8% | +2,740.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling