+97.3%
AA vs STLD
+8,684.3%
-8,587.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.3% |
| 7D | -0.7% | +3.1% | -3.8% | -2.4% |
| 30D | +5.0% | -9.0% | +14.0% | +9.7% |
| 3M | -35.8% | -12.4% | -23.5% | -31.6% |
| 6M | -18.4% | +25.5% | -43.9% | -28.4% |
| YTD | -5.5% | +43.6% | -49.1% | -23.0% |
| 1Y | +61.0% | +87.2% | -26.2% | +14.0% |
| 3Y | +66.2% | +135.2% | -69.0% | +3.8% |
| 5Y | +11.4% | +290.9% | -279.5% | -46.0% |
| 10Y | +116.9% | +1,113.5% | -996.6% | -36.9% |
| All | +97.3% | +8,684.3% | -8,587.0% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling