+38.8%
AXON vs DLTR
+23.7%
+15.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.5% |
| 7D | -27.4% | +5.0% | -32.4% | -27.6% |
| 30D | -28.5% | +18.7% | -47.2% | -29.3% |
| 3M | -49.3% | +8.9% | -58.1% | -49.6% |
| 6M | -25.0% | +49.4% | -74.5% | -27.1% |
| YTD | -46.7% | +14.5% | -61.2% | -48.3% |
| 1Y | -48.3% | +32.5% | -80.8% | -49.6% |
| 3Y | +38.8% | +23.4% | +15.4% | +39.7% |
| All | +38.8% | +23.7% | +15.1% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling