-46.7%
AXON vs STLA
-56.7%
+10.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.2% | -18.0% | -18.2% |
| 7D | -26.8% | -4.5% | -22.3% | -26.5% |
| 30D | -22.9% | -3.9% | -19.0% | -22.6% |
| 3M | -40.1% | -20.2% | -19.9% | -39.3% |
| 6M | -18.9% | -42.2% | +23.3% | -18.1% |
| YTD | -44.9% | -59.3% | +14.4% | -44.7% |
| 1Y | -46.7% | -56.1% | +9.4% | -48.1% |
| All | -46.7% | -56.7% | +10.0% | -48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling