+419.6%
AXTI vs STLD
+291.0%
+128.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.5% | +1.2% | +18.3% | +18.8% |
| 7D | -1.2% | -0.5% | -0.7% | -0.1% |
| 30D | -24.2% | -0.1% | -24.2% | -23.2% |
| 3M | -36.3% | -9.2% | -27.2% | -32.3% |
| 6M | -62.7% | +1.8% | -64.4% | -63.2% |
| YTD | +187.3% | +42.1% | +145.1% | +137.7% |
| 1Y | +344.8% | +58.5% | +286.3% | +247.7% |
| 3Y | +2,272.2% | +128.2% | +2,144.0% | +1,461.8% |
| 5Y | +419.6% | +288.2% | +131.3% | +176.9% |
| All | +419.6% | +291.0% | +128.6% | +176.9% |
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