+76.4%
AXON vs STLD
+104.7%
-28.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -7.6% | -2.2% | -8.5% |
| 7D | -12.7% | -12.5% | -0.2% | -10.6% |
| 30D | -8.6% | -6.8% | -1.8% | -7.4% |
| 3M | -37.2% | -16.4% | -20.9% | -35.4% |
| 6M | +0.5% | -6.1% | +6.6% | +0.9% |
| YTD | -32.6% | +32.0% | -64.6% | -38.1% |
| 1Y | -40.2% | +45.5% | -85.7% | -46.4% |
| All | +76.4% | +104.7% | -28.3% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling