+1,046.6%
AXON vs STLD
+761.4%
+285.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.2% | +5.9% | +3.7% |
| 7D | +0.8% | +2.9% | -2.2% | -0.2% |
| 30D | -22.8% | -5.6% | -17.2% | -21.5% |
| 3M | -48.8% | -11.7% | -37.0% | -47.1% |
| 6M | -16.3% | -2.8% | -13.5% | -16.8% |
| YTD | -44.5% | +36.4% | -80.9% | -51.4% |
| 1Y | -43.4% | +50.0% | -93.4% | -52.0% |
| 3Y | +44.3% | +122.3% | -78.1% | +3.1% |
| 5Y | +85.1% | +273.2% | -188.1% | +5.5% |
| All | +1,046.6% | +761.4% | +285.2% | +283.6% |
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