+2,973.1%
AXON vs ULTA
+1,628.6%
+1,344.5%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.4% | -4.5% |
| 7D | -14.2% | +9.0% | -23.2% | -16.3% |
| 30D | -15.4% | +4.6% | -20.0% | -16.6% |
| 3M | +0.5% | +22.0% | -21.5% | -5.5% |
| 6M | -9.5% | -14.7% | +5.2% | -6.3% |
| YTD | -9.2% | -6.8% | -2.4% | -8.5% |
| 1Y | -29.4% | +6.5% | -35.9% | -31.8% |
| 3Y | +139.4% | +35.6% | +103.8% | +108.1% |
| 5Y | +178.9% | +47.6% | +131.3% | +134.3% |
| 10Y | +1,840.8% | +128.9% | +1,711.9% | +1,220.7% |
| All | +2,973.1% | +1,628.6% | +1,344.5% | +692.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling