+182.3%
AXON vs STLD
+292.4%
-110.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.8% |
| 7D | -14.2% | +3.1% | -17.3% | -14.9% |
| 30D | -15.4% | -9.0% | -6.4% | -13.5% |
| 3M | +0.5% | -12.4% | +12.8% | +3.5% |
| 6M | -9.5% | +25.5% | -35.0% | -16.5% |
| YTD | -9.2% | +43.6% | -52.8% | -20.1% |
| 1Y | -29.4% | +87.2% | -116.6% | -42.9% |
| 3Y | +139.4% | +135.2% | +4.2% | +74.2% |
| All | +182.3% | +292.4% | -110.1% | +65.5% |
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 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