+80.2%
AXON vs STZ
-29.2%
+109.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -3.0% | -2.7% |
| 7D | -19.7% | 0.0% | -19.8% | -19.7% |
| 30D | -25.7% | +14.7% | -40.4% | -26.6% |
| 3M | -48.8% | +8.8% | -57.6% | -49.2% |
| 6M | -22.0% | +3.1% | -25.1% | -22.4% |
| YTD | -45.9% | +7.9% | -53.8% | -47.2% |
| 1Y | -46.1% | +14.2% | -60.2% | -47.8% |
| 3Y | +40.9% | -35.2% | +76.1% | +49.7% |
| 5Y | +80.2% | -29.6% | +109.8% | +90.9% |
| All | +80.2% | -29.2% | +109.4% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling