+1,046.6%
AXON vs STRL
+3,697.3%
-2,650.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.1% | +5.8% | +3.2% |
| 7D | +0.8% | +15.7% | -14.9% | -2.0% |
| 30D | -22.8% | -35.5% | +12.7% | -17.7% |
| 3M | -48.8% | -47.1% | -1.6% | -43.8% |
| 6M | -16.3% | -65.8% | +49.5% | -2.9% |
| YTD | -44.5% | -4.5% | -39.9% | -51.1% |
| 1Y | -43.4% | -10.5% | -32.9% | -49.7% |
| 3Y | +44.3% | +340.6% | -296.4% | -13.6% |
| 5Y | +85.1% | +911.0% | -825.9% | -9.2% |
| All | +1,046.6% | +3,697.3% | -2,650.7% | +305.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling