+52.1%
AA vs STLD
+7,971.8%
-7,919.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -7.6% | +2.3% | -1.3% |
| 7D | -3.7% | -12.5% | +8.8% | +3.3% |
| 30D | -10.8% | -6.8% | -3.9% | -7.5% |
| 3M | -19.1% | -16.4% | -2.7% | -11.8% |
| 6M | -38.7% | -6.1% | -32.6% | -37.1% |
| YTD | -27.1% | +32.0% | -59.1% | -38.1% |
| 1Y | +8.3% | +45.5% | -37.2% | -12.3% |
| 3Y | +49.6% | +106.5% | -56.9% | -0.1% |
| 5Y | -15.5% | +267.2% | -282.7% | -57.7% |
| 10Y | +60.9% | +878.9% | -818.0% | -48.2% |
| All | +52.1% | +7,971.8% | -7,919.7% | -79.5% |
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