-29.4%
AXON vs STRL
+76.3%
-105.6%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +5.8% | -9.9% | -4.2% |
| 7D | -14.2% | +3.4% | -17.6% | -14.2% |
| 30D | -15.4% | -9.2% | -6.2% | -15.4% |
| 3M | +0.5% | -51.0% | +51.5% | +2.3% |
| 6M | -9.5% | +15.8% | -25.3% | -16.1% |
| YTD | -9.2% | +58.9% | -68.1% | -22.1% |
| 1Y | -29.4% | +68.5% | -97.9% | -45.8% |
| All | -29.4% | +76.3% | -105.6% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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