+762.7%
AXTI vs ADP
+322.2%
+440.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.6% | -4.2% |
| 7D | +7.6% | +2.2% | +5.4% | +6.6% |
| 30D | -32.1% | +10.6% | -42.6% | -35.8% |
| 3M | -46.0% | +12.9% | -58.9% | -50.2% |
| 6M | -65.7% | +50.6% | -116.3% | -74.3% |
| YTD | +155.9% | +23.2% | +132.7% | +115.0% |
| 1Y | +300.8% | +25.3% | +275.5% | +231.3% |
| 3Y | +1,981.6% | +47.1% | +1,934.5% | +1,382.5% |
| 5Y | +359.3% | +50.1% | +309.2% | +215.4% |
| All | +762.7% | +322.2% | +440.5% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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