+2,759.3%
AXTI vs ADP
+13.6%
+2,745.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -1.4% |
| 7D | +21.0% | -5.7% | +26.7% | +18.3% |
| 30D | -6.6% | -3.1% | -3.5% | -7.2% |
| 3M | -12.1% | +15.6% | -27.7% | -9.4% |
| 6M | +78.7% | +20.8% | +57.9% | +83.0% |
| YTD | +321.5% | +4.7% | +316.7% | +344.0% |
| 1Y | +2,166.8% | -8.3% | +2,175.1% | +2,363.3% |
| All | +2,759.3% | +13.6% | +2,745.7% | +2,753.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling