+77.2%
AXON vs STLA
-70.1%
+147.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.2% | -18.0% | -18.1% |
| 7D | -26.8% | -4.5% | -22.3% | -26.1% |
| 30D | -22.9% | -3.9% | -19.0% | -22.4% |
| 3M | -40.1% | -20.2% | -19.9% | -37.4% |
| 6M | -18.9% | -42.2% | +23.3% | -10.1% |
| YTD | -44.9% | -59.3% | +14.4% | -35.0% |
| 1Y | -46.7% | -56.1% | +9.4% | -38.5% |
| 3Y | +44.3% | -73.7% | +118.0% | +82.4% |
| All | +77.2% | -70.1% | +147.2% | +80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling