+96.5%
STM vs AXON
-40.7%
+137.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.8% | -7.9% | -6.1% |
| 7D | -6.0% | +0.2% | -6.3% | -6.0% |
| 30D | -20.9% | +3.0% | -23.9% | -21.0% |
| 3M | -15.8% | -30.1% | +14.4% | -15.2% |
| 6M | -17.0% | +7.7% | -24.8% | -17.7% |
| YTD | +76.8% | -25.3% | +102.1% | +82.5% |
| 1Y | +96.5% | -39.9% | +136.4% | +112.3% |
| All | +96.5% | -40.7% | +137.2% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 1y: compounded portfolio wealth divided by compounded AXON 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…
1y analysis · Full analysis span regression · 6 months rolling