+53.6%
AA vs STLD
+779.4%
-725.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.1% | +3.7% | +4.1% |
| 7D | +4.8% | -9.7% | +14.5% | +13.3% |
| 30D | -0.6% | -4.5% | +3.9% | +2.8% |
| 3M | -16.3% | -13.1% | -3.2% | -7.9% |
| 6M | -33.4% | -2.8% | -30.6% | -33.2% |
| YTD | -20.7% | +35.3% | -56.0% | -40.0% |
| 1Y | +12.9% | +51.4% | -38.4% | -21.6% |
| 3Y | +75.7% | +117.9% | -42.2% | -13.0% |
| 5Y | -6.8% | +272.6% | -279.4% | -71.4% |
| 10Y | +53.6% | +782.2% | -728.6% | -78.0% |
| All | +53.6% | +779.4% | -725.7% | -78.0% |
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