+129.8%
AXON vs ULTA
+30.1%
+99.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.7% | -2.9% |
| 7D | -3.3% | -1.8% | -1.6% | -3.1% |
| 30D | -17.8% | -1.2% | -16.6% | -17.8% |
| 3M | +8.3% | +13.4% | -5.1% | +6.2% |
| 6M | -12.4% | -15.6% | +3.3% | -10.4% |
| YTD | -13.7% | -10.4% | -3.3% | -12.6% |
| 1Y | -33.1% | +5.5% | -38.5% | -33.9% |
| All | +129.8% | +30.1% | +99.8% | +110.2% |
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