+2,587.6%
AXTI vs ADSK
-3.2%
+2,590.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +5.1% | -2.5% | +7.6% | +5.6% |
| 30D | -17.5% | -14.9% | -2.6% | -14.6% |
| 3M | -26.7% | +3.3% | -30.0% | -31.8% |
| 6M | +36.8% | -15.7% | +52.4% | +41.6% |
| YTD | +296.1% | -28.2% | +324.4% | +355.3% |
| 1Y | +1,810.6% | -34.5% | +1,845.2% | +2,277.5% |
| 3Y | +2,587.6% | -2.9% | +2,590.5% | +2,507.2% |
| All | +2,587.6% | -3.2% | +2,590.8% | +2,507.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling