+179.0%
AXON vs ULTA
+46.0%
+133.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.7% | -1.2% |
| 7D | -2.5% | +0.7% | -3.1% | -2.7% |
| 30D | -11.5% | -2.8% | -8.7% | -11.0% |
| 3M | +7.3% | +18.7% | -11.4% | +1.6% |
| 6M | -11.9% | -15.0% | +3.1% | -8.4% |
| YTD | -11.0% | -9.2% | -1.8% | -9.4% |
| 1Y | -31.8% | +5.7% | -37.4% | -34.1% |
| 3Y | +135.4% | +32.8% | +102.6% | +98.8% |
| All | +179.0% | +46.0% | +133.0% | +112.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling