-43.4%
AXON vs ADSK
-12.0%
-31.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +1.5% |
| 7D | +0.8% | +1.0% | -0.3% | +0.1% |
| 30D | -22.8% | +14.4% | -37.2% | -28.7% |
| 3M | -48.8% | +2.5% | -51.3% | -49.4% |
| 6M | -16.3% | +14.5% | -30.7% | -24.2% |
| YTD | -44.5% | -10.7% | -33.8% | -42.5% |
| 1Y | -43.4% | -11.0% | -32.4% | -41.3% |
| All | -43.4% | -12.0% | -31.4% | -41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling