+1,180.9%
AXON vs STZ
+12.5%
+1,168.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.5% | -5.6% | -3.8% |
| 7D | -28.7% | +3.4% | -32.2% | -29.3% |
| 30D | -28.3% | +19.6% | -47.9% | -31.5% |
| 3M | -46.9% | +8.0% | -54.9% | -48.0% |
| 6M | -24.9% | -0.3% | -24.6% | -25.3% |
| YTD | -46.6% | +8.6% | -55.2% | -48.9% |
| 1Y | -49.7% | +17.3% | -67.0% | -53.0% |
| 3Y | +40.6% | -34.7% | +75.2% | +53.7% |
| 5Y | +71.9% | -27.6% | +99.5% | +78.9% |
| 10Y | +1,180.9% | +11.8% | +1,169.1% | +1,064.2% |
| All | +1,180.9% | +12.5% | +1,168.3% | +1,064.2% |
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