+303.5%
AXTI vs ADSK
-10.6%
+314.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.8% | -0.3% | -22.4% | -23.0% |
| 7D | -39.7% | +11.3% | -51.0% | -34.7% |
| 30D | -56.3% | +16.4% | -72.7% | -51.2% |
| 3M | -46.5% | +12.1% | -58.6% | -39.3% |
| 6M | -65.9% | +7.9% | -73.8% | -57.3% |
| YTD | +124.6% | -9.1% | +133.7% | +228.8% |
| 1Y | +303.5% | -10.6% | +314.1% | +500.0% |
| All | +303.5% | -10.6% | +314.2% | +500.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1y: compounded portfolio wealth divided by compounded ADSK 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…
1y analysis · Full analysis span regression · 6 months rolling