+134.7%
ABBV vs STLD
+127.2%
+7.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | +2.2% | +6.9% | -4.7% | +1.6% |
| 30D | +8.0% | -1.5% | +9.4% | +8.0% |
| 3M | +19.1% | -9.7% | +28.8% | +19.8% |
| 6M | +43.5% | +2.3% | +41.2% | +42.9% |
| YTD | +32.7% | +41.0% | -8.3% | +27.8% |
| 1Y | +30.0% | +51.8% | -21.8% | +24.3% |
| All | +134.7% | +127.2% | +7.5% | +116.8% |
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