+1,193.7%
EWY vs AXTI
+96.8%
+1,096.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.1% | +1.9% | -3.5% |
| 7D | +1.2% | +15.1% | -13.9% | -0.6% |
| 30D | +9.3% | -12.3% | +21.6% | +10.5% |
| 3M | +2.4% | -24.1% | +26.6% | +3.1% |
| 6M | +40.3% | +46.0% | -5.8% | +26.7% |
| YTD | +88.0% | +295.7% | -207.7% | +46.7% |
| 1Y | +143.8% | +1,825.6% | -1,681.8% | +55.0% |
| 3Y | +217.8% | +2,630.0% | -2,412.2% | +72.4% |
| 5Y | +142.7% | +601.0% | -458.2% | +50.3% |
| 10Y | +291.7% | +1,459.0% | -1,167.3% | +93.7% |
| All | +1,193.7% | +96.8% | +1,096.9% | +446.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTI.
Daily Out/Under-Performance
Portfolio return minus AXTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTI 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 AXTI 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