+651.5%
AXTI vs ADP
+43.9%
+607.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | +21.0% | -5.7% | +26.7% | +21.5% |
| 30D | -6.6% | -3.1% | -3.5% | -6.6% |
| 3M | -12.1% | +15.6% | -27.7% | -17.4% |
| 6M | +78.7% | +20.8% | +57.9% | +63.8% |
| YTD | +321.5% | +4.7% | +316.7% | +313.2% |
| 1Y | +2,166.8% | -8.3% | +2,175.1% | +2,264.0% |
| 3Y | +2,807.6% | +13.6% | +2,794.0% | +2,502.7% |
| 5Y | +651.5% | +45.0% | +606.4% | +413.3% |
| All | +651.5% | +43.9% | +607.6% | +413.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling