+76.4%
AXON vs STRL
+222.3%
-145.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -13.9% | +4.0% | -7.9% |
| 7D | -12.7% | -34.6% | +21.9% | -8.0% |
| 30D | -8.6% | -56.7% | +48.0% | +1.8% |
| 3M | -37.2% | -54.4% | +17.2% | -30.9% |
| 6M | +0.5% | -69.7% | +70.2% | +14.9% |
| YTD | -32.6% | -20.2% | -12.4% | -42.3% |
| 1Y | -40.2% | -40.6% | +0.4% | -44.4% |
| All | +76.4% | +222.3% | -145.9% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling