+1,028.0%
AXON vs STLA
+12.4%
+1,015.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +0.7% |
| 7D | -27.4% | -4.9% | -22.5% | -26.4% |
| 30D | -28.5% | -4.9% | -23.5% | -27.7% |
| 3M | -49.3% | -23.7% | -25.6% | -46.0% |
| 6M | -25.0% | -45.0% | +19.9% | -13.7% |
| YTD | -46.7% | -60.9% | +14.2% | -34.4% |
| 1Y | -48.3% | -58.9% | +10.6% | -37.4% |
| 3Y | +38.8% | -74.4% | +113.3% | +83.1% |
| 5Y | +77.7% | -71.5% | +149.2% | +118.2% |
| 10Y | +1,028.0% | +5.3% | +1,022.8% | +871.8% |
| All | +1,028.0% | +12.4% | +1,015.7% | +871.8% |
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