+12.4%
AA vs STLD
+292.4%
-280.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -0.9% |
| 7D | -0.7% | +3.1% | -3.8% | -3.1% |
| 30D | +5.0% | -9.0% | +14.0% | +11.5% |
| 3M | -35.8% | -12.4% | -23.5% | -30.0% |
| 6M | -18.4% | +25.5% | -43.9% | -32.4% |
| YTD | -5.5% | +43.6% | -49.1% | -29.8% |
| 1Y | +61.0% | +87.2% | -26.2% | -2.3% |
| 3Y | +66.2% | +135.2% | -69.0% | -18.4% |
| All | +12.4% | +292.4% | -280.0% | -61.9% |
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