+1,060.5%
AXON vs STLD
+802.0%
+258.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.0% | +3.9% |
| 7D | -25.6% | -0.5% | -25.2% | -25.5% |
| 30D | -23.9% | -0.1% | -23.8% | -23.9% |
| 3M | -50.4% | -9.2% | -41.3% | -49.3% |
| 6M | -20.0% | +1.8% | -21.8% | -21.6% |
| YTD | -44.5% | +42.1% | -86.6% | -52.0% |
| 1Y | -44.9% | +58.5% | -103.4% | -54.1% |
| 3Y | +44.7% | +128.2% | -83.5% | +2.7% |
| 5Y | +86.7% | +288.2% | -201.5% | +5.2% |
| 10Y | +1,060.5% | +799.8% | +260.7% | +270.3% |
| All | +1,060.5% | +802.0% | +258.4% | +270.3% |
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