+31.3%
ABNB vs STLD
+537.0%
-505.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.5% | +11.2% | +11.5% |
| 7D | +15.6% | -11.1% | +26.7% | +19.4% |
| 30D | +18.3% | -4.8% | +23.1% | +19.7% |
| 3M | +25.3% | -14.6% | +39.8% | +30.3% |
| 6M | +35.8% | -7.4% | +43.2% | +36.6% |
| YTD | +40.0% | +32.6% | +7.4% | +24.5% |
| 1Y | +57.6% | +47.3% | +10.3% | +35.2% |
| 3Y | +60.8% | +107.5% | -46.8% | +20.3% |
| 5Y | -5.8% | +268.8% | -274.6% | -38.3% |
| All | +31.3% | +537.0% | -505.7% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling