-94.4%
AAOX vs STLD
+37.6%
-132.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.1% | +6.8% | +6.5% |
| 7D | -35.9% | -9.7% | -26.2% | -25.0% |
| 30D | -81.6% | -4.5% | -77.1% | -79.2% |
| 3M | -90.3% | -13.1% | -77.3% | -88.1% |
| 6M | -95.7% | -2.8% | -92.9% | -95.2% |
| All | -94.4% | +37.6% | -132.0% | -92.2% |
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