+1,786.0%
AXON vs DLTR
+45.9%
+1,740.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | -11.0% | -9.4% | -1.6% | -9.5% |
| 30D | -24.7% | -7.3% | -17.4% | -23.9% |
| 3M | +7.0% | +7.6% | -0.6% | +5.3% |
| 6M | -9.6% | +1.6% | -11.2% | -10.6% |
| YTD | -15.7% | -3.5% | -12.1% | -16.1% |
| 1Y | -35.9% | +20.0% | -56.0% | -38.6% |
| 3Y | +123.0% | +2.3% | +120.7% | +115.9% |
| 5Y | +166.3% | +31.5% | +134.8% | +134.8% |
| All | +1,786.0% | +45.9% | +1,740.1% | +1,348.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 10y: compounded portfolio wealth divided by compounded DLTR 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…
10y analysis · Full analysis span regression · 6 months rolling