+44.3%
AXON vs ULTA
+69.8%
-25.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.5% |
| 7D | +0.8% | +2.5% | -1.7% | +0.4% |
| 30D | -22.8% | +11.5% | -34.3% | -24.0% |
| 3M | -48.8% | +28.1% | -76.9% | -50.6% |
| 6M | -16.3% | +34.2% | -50.5% | -19.8% |
| YTD | -44.5% | +9.2% | -53.7% | -45.3% |
| 1Y | -43.4% | +23.7% | -67.1% | -45.2% |
| 3Y | +44.3% | +69.2% | -24.9% | +30.0% |
| All | +44.3% | +69.8% | -25.5% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling