+548.6%
AXTI vs ADP
+1,743.0%
-1,194.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.4% |
| 7D | +21.0% | -5.7% | +26.7% | +24.2% |
| 30D | -6.6% | -3.1% | -3.5% | -6.2% |
| 3M | -12.1% | +15.6% | -27.7% | -22.6% |
| 6M | +78.7% | +20.8% | +57.9% | +51.4% |
| YTD | +321.5% | +4.7% | +316.7% | +285.5% |
| 1Y | +2,166.8% | -8.3% | +2,175.1% | +2,113.4% |
| 3Y | +2,807.6% | +13.6% | +2,794.0% | +2,365.5% |
| 5Y | +651.5% | +45.0% | +606.4% | +448.3% |
| 10Y | +1,560.5% | +279.0% | +1,281.5% | +605.8% |
| All | +548.6% | +1,743.0% | -1,194.4% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling