+392.6%
STM vs AXON
+1,304.2%
-911.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -18.2% | +22.6% | +8.6% |
| 7D | -10.7% | -26.8% | +16.1% | -4.6% |
| 30D | -25.7% | -22.9% | -2.8% | -21.6% |
| 3M | -21.6% | -40.1% | +18.5% | -13.0% |
| 6M | -27.8% | -18.9% | -8.9% | -27.5% |
| YTD | +61.8% | -44.9% | +106.6% | +76.2% |
| 1Y | +78.1% | -46.7% | +124.8% | +95.5% |
| 3Y | +4.9% | +44.3% | -39.4% | -23.0% |
| 5Y | -14.3% | +71.4% | -85.6% | -43.6% |
| All | +392.6% | +1,304.2% | -911.6% | +123.4% |
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