-46.1%
AXON vs STT
+48.2%
-94.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.4% | -2.5% |
| 7D | -19.7% | +5.1% | -24.8% | -21.7% |
| 30D | -25.7% | -0.2% | -25.5% | -25.6% |
| 3M | -48.8% | -8.1% | -40.6% | -46.9% |
| 6M | -22.0% | +16.6% | -38.6% | -27.0% |
| YTD | -45.9% | +37.8% | -83.8% | -54.2% |
| 1Y | -46.1% | +46.8% | -92.9% | -56.5% |
| All | -46.1% | +48.2% | -94.2% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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