+1,786.0%
AXON vs ADSK
+221.0%
+1,565.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.7% | -3.6% |
| 7D | -11.0% | -10.9% | -0.1% | -5.5% |
| 30D | -24.7% | -15.9% | -8.9% | -17.7% |
| 3M | +7.0% | -4.4% | +11.4% | +8.8% |
| 6M | -9.6% | -16.6% | +7.0% | -1.0% |
| YTD | -15.7% | -28.5% | +12.8% | -0.3% |
| 1Y | -35.9% | -34.6% | -1.3% | -20.7% |
| 3Y | +123.0% | -3.5% | +126.5% | +120.8% |
| 5Y | +166.3% | -25.6% | +191.9% | +186.5% |
| All | +1,786.0% | +221.0% | +1,565.0% | +973.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 10y: compounded portfolio wealth divided by compounded ADSK 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…
10y analysis · Full analysis span regression · 6 months rolling