+44.3%
AXON vs STLA
-74.0%
+118.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.2% | -18.0% | -18.2% |
| 7D | -26.8% | -4.5% | -22.3% | -26.4% |
| 30D | -22.9% | -3.9% | -19.0% | -22.6% |
| 3M | -40.1% | -20.2% | -19.9% | -38.7% |
| 6M | -18.9% | -42.2% | +23.3% | -14.8% |
| YTD | -44.9% | -59.3% | +14.4% | -40.3% |
| 1Y | -46.7% | -56.1% | +9.4% | -43.0% |
| 3Y | +44.3% | -73.7% | +118.0% | +52.2% |
| All | +44.3% | -74.0% | +118.4% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling