+1,180.9%
AXON vs STRL
+4,310.8%
-3,129.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +15.0% | -18.1% | -5.7% |
| 7D | -28.7% | -13.3% | -15.4% | -27.7% |
| 30D | -28.3% | -43.3% | +15.0% | -21.9% |
| 3M | -46.9% | -46.9% | 0.0% | -41.8% |
| 6M | -24.9% | -65.6% | +40.7% | -12.9% |
| YTD | -46.6% | -5.1% | -41.5% | -53.0% |
| 1Y | -49.7% | -23.1% | -26.6% | -53.8% |
| 3Y | +40.6% | +346.8% | -306.3% | -16.4% |
| 5Y | +71.9% | +907.2% | -835.3% | -16.0% |
| 10Y | +1,180.9% | +3,988.2% | -2,807.3% | +320.7% |
| All | +1,180.9% | +4,310.8% | -3,129.9% | +320.7% |
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