+1,067.9%
AXTI vs XYL
+454.2%
+613.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.0% | -5.1% | -5.5% |
| 7D | +15.1% | -1.2% | +16.4% | +16.0% |
| 30D | -12.3% | -13.2% | +0.9% | -5.1% |
| 3M | -24.1% | -0.2% | -24.0% | -26.1% |
| 6M | +46.0% | -12.5% | +58.5% | +52.2% |
| YTD | +295.7% | -20.9% | +316.6% | +340.6% |
| 1Y | +1,825.6% | -21.6% | +1,847.1% | +2,063.5% |
| 3Y | +2,630.0% | +16.1% | +2,613.8% | +2,412.6% |
| 5Y | +601.0% | -15.6% | +616.6% | +651.0% |
| 10Y | +1,459.0% | +147.7% | +1,311.4% | +953.0% |
| All | +1,067.9% | +454.2% | +613.6% | +519.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling