-48.1%
AXON vs STRL
-26.3%
-21.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +15.0% | -18.1% | -3.0% |
| 7D | -28.7% | -13.3% | -15.4% | -28.7% |
| 30D | -28.3% | -43.3% | +15.0% | -28.4% |
| 3M | -46.9% | -46.9% | 0.0% | -47.0% |
| 6M | -24.9% | -65.6% | +40.7% | -25.1% |
| YTD | -46.6% | -5.1% | -41.5% | -53.3% |
| All | -48.1% | -26.3% | -21.9% | -53.1% |
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 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