+21.0%
STM vs AXON
+179.8%
-158.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.2% | +6.0% | +2.6% |
| 7D | +5.8% | -14.2% | +20.0% | +8.5% |
| 30D | -1.0% | -15.4% | +14.4% | +1.3% |
| 3M | -33.3% | +0.5% | -33.7% | -34.4% |
| 6M | +57.4% | -9.5% | +66.9% | +57.0% |
| YTD | +102.2% | -9.2% | +111.4% | +100.0% |
| 1Y | +99.6% | -29.4% | +129.0% | +107.6% |
| 3Y | +14.5% | +139.4% | -124.9% | -28.0% |
| All | +21.0% | +179.8% | -158.9% | -38.0% |
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