+112,002.2%
AXON vs ADSK
+2,487.3%
+109,514.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -8.3% | +4.1% | -0.5% |
| 7D | -14.2% | -16.4% | +2.2% | -7.0% |
| 30D | -15.4% | -9.2% | -6.2% | -11.8% |
| 3M | +0.5% | -6.7% | +7.2% | +3.2% |
| 6M | -9.5% | -15.5% | +6.0% | -2.6% |
| YTD | -9.2% | -26.4% | +17.2% | +3.5% |
| 1Y | -29.4% | -31.9% | +2.5% | -16.7% |
| 3Y | +139.4% | -1.0% | +140.4% | +136.1% |
| 5Y | +178.9% | -24.5% | +203.4% | +200.5% |
| 10Y | +1,840.8% | +220.4% | +1,620.4% | +997.4% |
| All | +112,002.2% | +2,487.3% | +109,514.9% | +35,594.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling