+109.5%
AXON vs STLD
+268.5%
-159.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -7.6% | -2.2% | -7.8% |
| 7D | -12.7% | -12.5% | -0.2% | -9.5% |
| 30D | -8.6% | -6.8% | -1.8% | -6.9% |
| 3M | -37.2% | -16.4% | -20.9% | -34.4% |
| 6M | +0.5% | -6.1% | +6.6% | +0.9% |
| YTD | -32.6% | +32.0% | -64.6% | -39.7% |
| 1Y | -40.2% | +45.5% | -85.7% | -48.1% |
| 3Y | +76.1% | +106.5% | -30.4% | +31.4% |
| 5Y | +109.5% | +267.2% | -157.7% | +19.1% |
| All | +109.5% | +268.5% | -159.0% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling