+461.8%
STM vs AXON
+1,027.4%
-565.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.1% | +1.0% |
| 7D | +16.3% | -19.7% | +36.0% | +21.5% |
| 30D | -6.3% | -25.7% | +19.4% | -0.2% |
| 3M | -14.1% | -48.8% | +34.7% | -0.8% |
| 6M | -19.6% | -22.0% | +2.4% | -18.2% |
| YTD | +80.1% | -45.9% | +126.1% | +97.2% |
| 1Y | +95.4% | -46.1% | +141.4% | +113.8% |
| 3Y | +14.7% | +40.9% | -26.2% | -15.8% |
| 5Y | -5.4% | +80.2% | -85.6% | -39.4% |
| All | +461.8% | +1,027.4% | -565.6% | +132.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling