+228.6%
ABT vs STLD
+802.0%
-573.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.2% |
| 7D | -5.4% | -0.5% | -4.9% | -5.4% |
| 30D | +8.0% | -0.1% | +8.1% | +7.9% |
| 3M | +0.2% | -9.2% | +9.4% | +1.1% |
| 6M | +34.1% | +1.8% | +32.4% | +33.1% |
| YTD | -10.6% | +42.1% | -52.7% | -15.5% |
| 1Y | -11.8% | +58.5% | -70.3% | -17.9% |
| 3Y | +23.9% | +128.2% | -104.3% | +7.2% |
| 5Y | -5.1% | +288.2% | -293.4% | -26.7% |
| 10Y | +228.6% | +799.8% | -571.2% | +117.2% |
| All | +228.6% | +802.0% | -573.4% | +117.2% |
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