-9.5%
AXON vs STZ
-17.1%
+7.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.4% |
| 7D | -14.2% | -1.9% | -12.2% | -14.6% |
| 30D | -15.4% | -1.9% | -13.5% | -15.5% |
| 3M | +0.5% | -6.2% | +6.7% | -1.5% |
| 6M | -9.5% | -14.0% | +4.5% | -15.0% |
| All | -9.5% | -17.1% | +7.6% | -15.0% |
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