-92.1%
AAOX vs STLD
+45.2%
-137.4%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | -3.0% | -11.9% | -12.3% |
| 7D | -50.3% | -3.9% | -46.3% | -48.3% |
| 30D | -79.8% | -0.4% | -79.5% | -79.4% |
| 3M | -85.9% | -9.2% | -76.7% | -84.4% |
| 6M | -95.7% | +5.0% | -100.6% | -95.6% |
| All | -92.1% | +45.2% | -137.4% | -90.2% |
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