+1,786.0%
AXON vs ULTA
+127.6%
+1,658.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.1% | -1.9% |
| 7D | -11.0% | -3.9% | -7.2% | -10.0% |
| 30D | -24.7% | -1.1% | -23.7% | -24.7% |
| 3M | +7.0% | +13.8% | -6.8% | +2.4% |
| 6M | -9.6% | -17.2% | +7.6% | -5.3% |
| YTD | -15.7% | -11.5% | -4.2% | -13.6% |
| 1Y | -35.9% | +3.9% | -39.9% | -37.9% |
| 3Y | +123.0% | +29.5% | +93.6% | +92.9% |
| 5Y | +166.3% | +42.9% | +123.4% | +119.6% |
| All | +1,786.0% | +127.6% | +1,658.4% | +1,124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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