+1,060.5%
AXON vs STRL
+4,073.8%
-3,013.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.9% | -0.7% | +3.4% |
| 7D | -25.6% | +7.1% | -32.8% | -26.7% |
| 30D | -23.9% | -39.4% | +15.5% | -18.1% |
| 3M | -50.4% | -43.0% | -7.5% | -46.4% |
| 6M | -20.0% | -65.0% | +45.0% | -7.5% |
| YTD | -44.5% | -0.8% | -43.7% | -51.5% |
| 1Y | -44.9% | -20.3% | -24.6% | -49.6% |
| 3Y | +44.7% | +356.5% | -311.8% | -13.8% |
| 5Y | +86.7% | +952.8% | -866.1% | -9.0% |
| 10Y | +1,060.5% | +3,877.1% | -2,816.6% | +303.9% |
| All | +1,060.5% | +4,073.8% | -3,013.3% | +303.9% |
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