+112,002.2%
AXON vs STZ
+1,405.0%
+110,597.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -3.9% |
| 7D | -14.2% | -1.9% | -12.2% | -13.6% |
| 30D | -15.4% | -1.9% | -13.5% | -15.0% |
| 3M | +0.5% | -6.2% | +6.7% | +2.2% |
| 6M | -9.5% | -14.0% | +4.5% | -6.0% |
| YTD | -9.2% | -5.1% | -4.1% | -9.8% |
| 1Y | -29.4% | -9.6% | -19.8% | -28.9% |
| 3Y | +139.4% | -47.2% | +186.7% | +186.9% |
| 5Y | +178.9% | -33.6% | +212.5% | +200.8% |
| 10Y | +1,840.8% | -9.8% | +1,850.6% | +1,647.8% |
| All | +112,002.2% | +1,405.0% | +110,597.2% | +25,882.1% |
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