+1,472.1%
AXTI vs ADP
+283.8%
+1,188.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | +5.1% | -3.4% | +8.4% | +6.5% |
| 30D | -17.5% | -0.4% | -17.1% | -18.2% |
| 3M | -26.7% | +19.7% | -46.4% | -36.8% |
| 6M | +36.8% | +27.9% | +8.8% | +11.7% |
| YTD | +296.1% | +5.9% | +290.2% | +262.4% |
| 1Y | +1,810.6% | -7.5% | +1,818.1% | +1,792.2% |
| 3Y | +2,587.6% | +15.4% | +2,572.2% | +2,120.7% |
| 5Y | +601.7% | +48.4% | +553.3% | +372.9% |
| All | +1,472.1% | +283.8% | +1,188.3% | +445.0% |
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