+110.8%
STM vs AXON
+75,157.7%
-75,046.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -9.8% | -2.6% | -10.7% |
| 7D | -20.1% | -12.7% | -7.4% | -18.1% |
| 30D | -32.0% | -8.6% | -23.4% | -30.9% |
| 3M | -24.2% | -37.2% | +13.1% | -18.6% |
| 6M | -29.9% | +0.5% | -30.4% | -31.5% |
| YTD | +54.9% | -32.6% | +87.5% | +60.3% |
| 1Y | +68.0% | -40.2% | +108.2% | +77.3% |
| 3Y | -0.1% | +76.1% | -76.2% | -17.0% |
| 5Y | -17.9% | +109.5% | -127.4% | -35.1% |
| 10Y | +392.2% | +1,640.5% | -1,248.2% | +167.5% |
| All | +110.8% | +75,157.7% | -75,046.9% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling