+1,304.8%
AXON vs STLD
+868.9%
+436.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +0.5% | -18.6% | -18.3% |
| 7D | -26.8% | -11.1% | -15.7% | -24.0% |
| 30D | -22.9% | -4.8% | -18.1% | -21.7% |
| 3M | -40.1% | -14.6% | -25.5% | -37.4% |
| 6M | -18.9% | -7.4% | -11.5% | -18.2% |
| YTD | -44.9% | +32.6% | -77.5% | -51.3% |
| 1Y | -46.7% | +47.3% | -94.0% | -54.6% |
| 3Y | +44.3% | +107.5% | -63.2% | +5.3% |
| 5Y | +71.4% | +268.8% | -197.5% | -2.7% |
| All | +1,304.8% | +868.9% | +436.0% | +334.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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 · 6 months rolling