+41.6%
AA vs STLD
+761.4%
-719.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.5% | +0.8% |
| 7D | +0.5% | +2.9% | -2.4% | -1.9% |
| 30D | -0.6% | -5.6% | +5.0% | +3.5% |
| 3M | -19.7% | -11.7% | -7.9% | -12.9% |
| 6M | -41.6% | -2.8% | -38.8% | -41.5% |
| YTD | -24.6% | +36.4% | -61.1% | -43.5% |
| 1Y | +4.9% | +50.0% | -45.1% | -27.0% |
| 3Y | +66.8% | +122.3% | -55.5% | -18.9% |
| 5Y | -19.4% | +273.2% | -292.6% | -75.4% |
| All | +41.6% | +761.4% | -719.9% | -77.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling