-68.8%
AAOX vs STLD
+46.0%
-114.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.6% | +12.1% | +11.5% |
| 7D | -2.5% | +3.1% | -5.7% | -4.9% |
| 30D | -41.1% | -9.0% | -32.1% | -35.7% |
| 3M | -84.7% | -12.4% | -72.3% | -82.2% |
| All | -68.8% | +46.0% | -114.8% | -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 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 · Available span rolling