+97.0%
STM vs AXON
-45.9%
+142.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.3% | -0.8% | +3.3% |
| 7D | +1.4% | -25.6% | +27.1% | +2.7% |
| 30D | -8.4% | -23.9% | +15.5% | -7.3% |
| 3M | -15.8% | -50.4% | +34.6% | -13.9% |
| 6M | -22.8% | -20.0% | -2.8% | -22.4% |
| YTD | +79.4% | -44.5% | +123.8% | +90.3% |
| 1Y | +97.0% | -44.9% | +141.9% | +110.4% |
| All | +97.0% | -45.9% | +142.9% | +110.4% |
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 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