+1,016.4%
AXON vs STLD
+790.2%
+226.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.4% |
| 7D | -19.7% | +6.9% | -26.6% | -21.4% |
| 30D | -25.7% | -1.5% | -24.2% | -25.4% |
| 3M | -48.8% | -9.7% | -39.1% | -47.5% |
| 6M | -22.0% | +2.3% | -24.3% | -23.7% |
| YTD | -45.9% | +41.0% | -86.9% | -53.1% |
| 1Y | -46.1% | +51.8% | -97.9% | -54.4% |
| 3Y | +40.9% | +126.4% | -85.5% | +0.2% |
| 5Y | +80.2% | +285.7% | -205.5% | +1.7% |
| All | +1,016.4% | +790.2% | +226.1% | +269.8% |
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