+29.2%
ABNB vs STLD
+574.8%
-545.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.8% | -5.5% | -2.8% |
| 7D | +11.9% | -4.7% | +16.6% | +13.3% |
| 30D | +12.7% | -0.9% | +13.6% | +12.7% |
| 3M | +1.2% | -11.9% | +13.1% | +4.2% |
| 6M | +32.1% | +0.9% | +31.2% | +29.5% |
| YTD | +37.7% | +40.4% | -2.7% | +20.4% |
| 1Y | +55.5% | +56.6% | -1.1% | +31.0% |
| 3Y | +58.2% | +125.5% | -67.3% | +15.5% |
| 5Y | -2.8% | +292.8% | -295.6% | -37.4% |
| All | +29.2% | +574.8% | -545.6% | -8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling