+52.0%
ABNB vs STLD
+127.2%
-75.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +6.5% | +6.9% | -0.4% | +4.7% |
| 30D | +9.4% | -1.5% | +10.9% | +9.5% |
| 3M | +0.6% | -9.7% | +10.3% | +2.7% |
| 6M | +33.7% | +2.3% | +31.4% | +30.4% |
| YTD | +33.5% | +41.0% | -7.6% | +15.6% |
| 1Y | +48.8% | +51.8% | -3.0% | +25.3% |
| All | +52.0% | +127.2% | -75.2% | +3.4% |
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