+10.3%
ABNB vs STLD
+292.4%
-282.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.2% |
| 7D | -4.0% | +3.1% | -7.1% | -5.0% |
| 30D | +19.3% | -9.0% | +28.3% | +22.8% |
| 3M | +36.1% | -12.4% | +48.4% | +41.0% |
| 6M | +34.2% | +25.5% | +8.7% | +21.1% |
| YTD | +34.1% | +43.6% | -9.6% | +14.0% |
| 1Y | +45.1% | +87.2% | -42.1% | +10.6% |
| 3Y | +37.1% | +135.2% | -98.1% | -8.0% |
| All | +10.3% | +292.4% | -282.1% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling