-20.0%
AXON vs STZ
-0.6%
-19.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.2% | +4.3% |
| 7D | -25.6% | -0.9% | -24.7% | -25.6% |
| 30D | -23.9% | +14.9% | -38.8% | -24.1% |
| 3M | -50.4% | +8.4% | -58.9% | -50.8% |
| 6M | -20.0% | +2.8% | -22.8% | -22.0% |
| All | -20.0% | -0.6% | -19.4% | -22.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling