+66.3%
AA vs STLD
+868.9%
-802.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.5% | +2.6% |
| 7D | +0.9% | -11.1% | +12.0% | +10.4% |
| 30D | -6.7% | -4.8% | -1.9% | -3.4% |
| 3M | -16.3% | -14.6% | -1.8% | -6.8% |
| 6M | -37.1% | -7.4% | -29.7% | -34.5% |
| YTD | -25.0% | +32.6% | -57.6% | -42.4% |
| 1Y | +8.6% | +47.3% | -38.7% | -23.1% |
| 3Y | +57.2% | +107.5% | -50.3% | -19.1% |
| 5Y | -13.0% | +268.8% | -281.9% | -73.2% |
| All | +66.3% | +868.9% | -802.5% | -77.5% |
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