-43.4%
AXON vs STLD
+46.8%
-90.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.2% | +5.9% | +2.8% |
| 7D | +0.8% | +2.9% | -2.2% | +0.7% |
| 30D | -22.8% | -5.6% | -17.2% | -22.7% |
| 3M | -48.8% | -11.7% | -37.0% | -48.8% |
| 6M | -16.3% | -2.8% | -13.5% | -15.5% |
| YTD | -44.5% | +36.4% | -80.9% | -46.0% |
| 1Y | -43.4% | +50.0% | -93.4% | -48.3% |
| All | -43.4% | +46.8% | -90.2% | -48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling