-48.1%
AXON vs STZ
+17.1%
-65.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.5% | -5.6% | -2.9% |
| 7D | -28.7% | +3.4% | -32.2% | -28.5% |
| 30D | -28.3% | +19.6% | -47.9% | -26.6% |
| 3M | -46.9% | +8.0% | -54.9% | -46.7% |
| 6M | -24.9% | -0.3% | -24.6% | -26.1% |
| YTD | -46.6% | +8.6% | -55.2% | -48.6% |
| All | -48.1% | +17.1% | -65.2% | -48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling