+4.9%
AA vs STLD
+46.8%
-41.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.5% | 0.0% |
| 7D | +0.5% | +2.9% | -2.4% | -1.2% |
| 30D | -0.6% | -5.6% | +5.0% | +2.4% |
| 3M | -19.7% | -11.7% | -7.9% | -14.2% |
| 6M | -41.6% | -2.8% | -38.8% | -40.8% |
| YTD | -24.6% | +36.4% | -61.1% | -38.5% |
| 1Y | +4.9% | +50.0% | -45.1% | -24.3% |
| All | +4.9% | +46.8% | -41.9% | -24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling