+1,874.2%
AXON vs STZ
-9.3%
+1,883.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.0% |
| 7D | -14.2% | -1.9% | -12.2% | -13.7% |
| 30D | -15.4% | -1.9% | -13.5% | -15.1% |
| 3M | +0.5% | -6.2% | +6.7% | +1.6% |
| 6M | -9.5% | -14.0% | +4.5% | -7.1% |
| YTD | -9.2% | -5.1% | -4.1% | -10.0% |
| 1Y | -29.4% | -9.6% | -19.8% | -29.1% |
| 3Y | +139.4% | -47.2% | +186.7% | +178.2% |
| 5Y | +178.9% | -33.6% | +212.5% | +194.7% |
| All | +1,874.2% | -9.3% | +1,883.6% | +1,752.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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