+112,002.2%
AXON vs STLD
+11,031.4%
+100,970.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.6% |
| 7D | -14.2% | +3.1% | -17.3% | -15.2% |
| 30D | -15.4% | -9.0% | -6.4% | -12.8% |
| 3M | +0.5% | -12.4% | +12.8% | +4.1% |
| 6M | -9.5% | +25.5% | -35.0% | -18.2% |
| YTD | -9.2% | +43.6% | -52.8% | -22.4% |
| 1Y | -29.4% | +87.2% | -116.6% | -45.4% |
| 3Y | +139.4% | +135.2% | +4.2% | +64.7% |
| 5Y | +178.9% | +290.9% | -112.0% | +52.0% |
| 10Y | +1,840.8% | +1,113.5% | +727.3% | +523.2% |
| All | +112,002.2% | +11,031.4% | +100,970.7% | +14,044.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling