+1,180.9%
AXON vs STLA
+21.0%
+1,159.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | -28.7% | -6.4% | -22.4% | -27.5% |
| 30D | -28.3% | -1.3% | -27.0% | -28.2% |
| 3M | -46.9% | -19.9% | -27.0% | -44.0% |
| 6M | -24.9% | -42.9% | +18.0% | -14.1% |
| YTD | -46.6% | -59.4% | +12.8% | -34.5% |
| 1Y | -49.7% | -56.8% | +7.2% | -39.6% |
| 3Y | +40.6% | -73.1% | +113.6% | +83.8% |
| 5Y | +71.9% | -70.1% | +141.9% | +109.2% |
| 10Y | +1,180.9% | +19.8% | +1,161.1% | +743.0% |
| All | +1,180.9% | +21.0% | +1,159.9% | +743.0% |
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