+89.4%
STM vs AXON
-50.4%
+139.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.1% | +9.9% | +6.9% |
| 7D | -5.6% | -28.7% | +23.2% | -4.3% |
| 30D | -14.4% | -28.3% | +13.9% | -13.3% |
| 3M | -20.5% | -46.9% | +26.4% | -18.8% |
| 6M | -24.5% | -24.9% | +0.4% | -23.9% |
| YTD | +72.7% | -46.6% | +119.3% | +83.4% |
| All | +89.4% | -50.4% | +139.8% | +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