+1,854.5%
AXON vs STLA
+48.0%
+1,806.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.2% |
| 7D | -2.5% | +0.7% | -3.2% | -2.6% |
| 30D | -11.5% | -2.4% | -9.1% | -10.9% |
| 3M | +7.3% | -23.9% | +31.2% | +14.5% |
| 6M | -11.9% | -24.6% | +12.7% | -6.4% |
| YTD | -11.0% | -50.5% | +39.5% | +4.0% |
| 1Y | -31.8% | -39.8% | +8.1% | -25.3% |
| 3Y | +135.4% | -65.6% | +201.0% | +188.4% |
| 5Y | +176.9% | -62.1% | +238.9% | +216.9% |
| 10Y | +1,854.5% | +47.8% | +1,806.7% | +1,262.2% |
| All | +1,854.5% | +48.0% | +1,806.5% | +1,262.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling