+808.3%
IWM vs AXTI
+89.7%
+718.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.7% | -9.4% | -0.8% |
| 7D | +0.1% | +5.1% | -5.0% | -0.5% |
| 30D | -1.3% | -10.2% | +8.9% | -1.1% |
| 3M | +1.6% | -41.8% | +43.5% | +3.8% |
| 6M | +13.6% | +57.5% | -44.0% | -0.9% |
| YTD | +20.8% | +277.0% | -256.3% | -7.8% |
| 1Y | +26.4% | +1,982.4% | -1,956.0% | -23.5% |
| 3Y | +60.7% | +2,234.8% | -2,174.2% | -14.6% |
| 5Y | +38.2% | +528.3% | -490.1% | -16.1% |
| 10Y | +169.5% | +1,310.5% | -1,141.1% | +32.8% |
| All | +808.3% | +89.7% | +718.6% | +312.7% |
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