-1.3%
IWM vs AXTI
-67.8%
+66.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | -0.1% |
| 7D | +1.4% | +7.6% | -6.2% | +1.0% |
| 30D | +2.3% | -32.1% | +34.3% | +3.3% |
| 3M | -8.3% | -46.0% | +37.7% | -7.0% |
| 6M | -1.3% | -65.7% | +64.4% | +0.5% |
| All | -1.3% | -67.8% | +66.5% | +0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling