-4.6%
STM vs AXON
+83.1%
-87.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.1% |
| 7D | +12.0% | +0.8% | +11.2% | +11.8% |
| 30D | -0.4% | -22.8% | +22.4% | +3.6% |
| 3M | -13.2% | -48.8% | +35.6% | -3.6% |
| 6M | -26.1% | -16.3% | -9.8% | -26.3% |
| YTD | +81.2% | -44.5% | +125.6% | +93.5% |
| 1Y | +98.3% | -43.4% | +141.7% | +110.8% |
| 3Y | +16.7% | +44.3% | -27.5% | -20.4% |
| All | -4.6% | +83.1% | -87.7% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling