+128.0%
ABBV vs STLD
+105.6%
+22.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -1.2% | -11.1% | +9.9% | -0.3% |
| 30D | +8.0% | -4.8% | +12.8% | +8.4% |
| 3M | +20.2% | -14.6% | +34.7% | +21.5% |
| 6M | +44.0% | -7.4% | +51.4% | +44.5% |
| YTD | +31.3% | +32.6% | -1.3% | +27.1% |
| 1Y | +37.0% | +47.3% | -10.4% | +31.2% |
| 3Y | +128.0% | +107.5% | +20.4% | +110.0% |
| All | +128.0% | +105.6% | +22.3% | +110.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling