+1,852.6%
AXON vs STRL
+7,064.8%
-5,212.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +5.8% | -9.9% | -5.2% |
| 7D | -14.2% | +3.4% | -17.6% | -14.7% |
| 30D | -15.4% | -9.2% | -6.2% | -14.2% |
| 3M | +0.5% | -51.0% | +51.5% | +12.0% |
| 6M | -9.5% | +15.8% | -25.3% | -19.5% |
| YTD | -9.2% | +58.9% | -68.1% | -25.6% |
| 1Y | -29.4% | +68.5% | -97.9% | -43.7% |
| 3Y | +139.4% | +485.2% | -345.8% | +39.8% |
| 5Y | +178.9% | +2,005.1% | -1,826.2% | +23.0% |
| All | +1,852.6% | +7,064.8% | -5,212.2% | +543.1% |
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