+135.4%
AXON vs DLTR
+6.7%
+128.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.6% | +3.6% | -1.6% |
| 7D | -2.5% | -5.8% | +3.3% | -2.1% |
| 30D | -11.5% | -5.2% | -6.2% | -11.2% |
| 3M | +7.3% | +15.2% | -7.9% | +6.1% |
| 6M | -11.9% | +7.1% | -19.1% | -13.7% |
| YTD | -11.0% | +0.8% | -11.8% | -12.8% |
| 1Y | -31.8% | +24.8% | -56.5% | -32.9% |
| 3Y | +135.4% | +6.9% | +128.5% | +133.4% |
| All | +135.4% | +6.7% | +128.7% | +133.4% |
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