+77.2%
AXON vs STRL
+779.4%
-702.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +3.5% | -21.7% | -18.8% |
| 7D | -26.8% | -26.9% | +0.1% | -23.4% |
| 30D | -22.9% | -52.7% | +29.8% | -13.1% |
| 3M | -40.1% | -52.8% | +12.7% | -32.8% |
| 6M | -18.9% | -71.5% | +52.6% | -2.4% |
| YTD | -44.9% | -17.4% | -27.4% | -52.9% |
| 1Y | -46.7% | -35.0% | -11.7% | -51.4% |
| 3Y | +44.3% | +239.2% | -194.9% | -26.2% |
| All | +77.2% | +779.4% | -702.2% | -42.4% |
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