+743.4%
AXTI vs XYL
-16.2%
+759.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +5.1% | +1.2% | +3.9% | +4.5% |
| 30D | -17.5% | -11.9% | -5.5% | -10.2% |
| 3M | -26.7% | -1.5% | -25.1% | -28.9% |
| 6M | +36.8% | -11.9% | +48.7% | +42.6% |
| YTD | +296.1% | -20.6% | +316.7% | +352.4% |
| 1Y | +1,810.6% | -23.5% | +1,834.1% | +2,162.3% |
| 3Y | +2,587.6% | +14.9% | +2,572.7% | +2,358.0% |
| All | +743.4% | -16.2% | +759.6% | +760.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling