+92,113.0%
AXON vs STLD
+10,968.7%
+81,144.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.9% | +2.9% |
| 7D | +0.2% | -3.9% | +4.2% | +1.7% |
| 30D | +3.0% | -0.4% | +3.4% | +3.0% |
| 3M | -30.1% | -9.2% | -20.9% | -28.3% |
| 6M | +7.7% | +5.0% | +2.8% | +3.8% |
| YTD | -25.3% | +42.8% | -68.1% | -36.4% |
| 1Y | -39.9% | +60.1% | -100.0% | -50.9% |
| 3Y | +95.2% | +123.5% | -28.2% | +36.4% |
| 5Y | +129.9% | +302.0% | -172.2% | +24.1% |
| 10Y | +1,829.8% | +959.3% | +870.6% | +549.2% |
| All | +92,113.0% | +10,968.7% | +81,144.4% | +11,503.6% |
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