+67,943.5%
AXON vs STZ
+1,580.2%
+66,363.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.8% | -16.4% | -17.5% |
| 7D | -26.8% | +4.9% | -31.7% | -28.0% |
| 30D | -22.9% | +20.9% | -43.8% | -28.0% |
| 3M | -40.1% | +8.0% | -48.1% | -41.9% |
| 6M | -18.9% | -5.3% | -13.6% | -18.1% |
| YTD | -44.9% | +5.9% | -50.8% | -47.4% |
| 1Y | -46.7% | +14.2% | -60.9% | -50.7% |
| 3Y | +44.3% | -37.0% | +81.3% | +61.7% |
| 5Y | +71.4% | -29.7% | +101.1% | +81.5% |
| 10Y | +1,324.0% | +5.2% | +1,318.9% | +1,109.3% |
| All | +67,943.5% | +1,580.2% | +66,363.3% | +15,034.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling