+182.3%
AXON vs STRL
+2,010.6%
-1,828.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.5% |
| 6M | -9.5% | +15.8% | -25.3% | -21.6% |
| YTD | -9.2% | +58.9% | -68.1% | -29.2% |
| 1Y | -29.4% | +68.5% | -97.9% | -47.0% |
| 3Y | +139.4% | +485.2% | -345.8% | +18.7% |
| All | +182.3% | +2,010.6% | -1,828.3% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling