+90.1%
STM vs AXON
-50.5%
+140.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -7.9% | -27.4% | +19.5% | -6.7% |
| 30D | -14.1% | -28.5% | +14.3% | -13.0% |
| 3M | -17.6% | -49.3% | +31.7% | -15.8% |
| 6M | -24.2% | -25.0% | +0.8% | -23.6% |
| YTD | +73.3% | -46.7% | +120.0% | +84.1% |
| 1Y | +90.1% | -48.3% | +138.4% | +113.1% |
| All | +90.1% | -50.5% | +140.6% | +113.1% |
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