+170.5%
AXON vs ADSK
-28.7%
+199.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.4% | -1.6% |
| 7D | -3.3% | -14.5% | +11.2% | +5.5% |
| 30D | -17.8% | -19.3% | +1.5% | -7.4% |
| 3M | +8.3% | -7.8% | +16.1% | +12.5% |
| 6M | -12.4% | -20.8% | +8.4% | -0.6% |
| YTD | -13.7% | -30.2% | +16.5% | +4.3% |
| 1Y | -33.1% | -36.5% | +3.4% | -14.9% |
| 3Y | +128.2% | -5.7% | +133.9% | +128.2% |
| 5Y | +170.5% | -28.2% | +198.7% | +157.3% |
| All | +170.5% | -28.7% | +199.2% | +157.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling