+1,060.5%
AXON vs STLA
+0.5%
+1,060.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.5% | +7.8% | +5.1% |
| 7D | -25.6% | -11.6% | -14.0% | -23.3% |
| 30D | -23.9% | -6.2% | -17.7% | -22.9% |
| 3M | -50.4% | -24.6% | -25.8% | -47.0% |
| 6M | -20.0% | -44.9% | +24.9% | -8.1% |
| YTD | -44.5% | -62.3% | +17.8% | -31.0% |
| 1Y | -44.9% | -61.8% | +16.9% | -32.0% |
| 3Y | +44.7% | -75.3% | +120.1% | +92.5% |
| 5Y | +86.7% | -72.5% | +159.2% | +131.1% |
| 10Y | +1,060.5% | +0.8% | +1,059.7% | +909.3% |
| All | +1,060.5% | +0.5% | +1,060.0% | +909.3% |
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