-21.3%
STZ vs AXTX
-69.7%
+48.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +25.3% | -30.9% | -5.0% |
| 7D | -7.4% | +49.3% | -56.7% | -6.4% |
| 30D | -10.9% | -49.1% | +38.2% | -11.3% |
| 3M | -13.4% | -72.6% | +59.1% | -12.5% |
| All | -21.3% | -69.7% | +48.3% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTX.
Daily Out/Under-Performance
Portfolio return minus AXTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTX 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 10y: compounded portfolio wealth divided by compounded AXTX 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…
10y analysis · Full analysis span regression · Available span rolling