+16.7%
STM vs AXON
+44.5%
-27.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.5% |
| 7D | +12.0% | +0.8% | +11.2% | +12.0% |
| 30D | -0.4% | -22.8% | +22.4% | +0.9% |
| 3M | -13.2% | -48.8% | +35.6% | -10.6% |
| 6M | -26.1% | -16.3% | -9.8% | -25.9% |
| YTD | +81.2% | -44.5% | +125.6% | +85.3% |
| 1Y | +98.3% | -43.4% | +141.7% | +102.5% |
| 3Y | +16.7% | +44.3% | -27.5% | +1.1% |
| All | +16.7% | +44.5% | -27.8% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling