+204.4%
ABT vs STLD
+1,072.4%
-868.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.5% |
| 7D | -3.1% | +2.7% | -5.8% | -3.5% |
| 30D | -2.1% | -8.4% | +6.3% | -1.2% |
| 3M | +17.4% | -9.9% | +27.3% | +18.6% |
| 6M | -2.4% | +33.0% | -35.4% | -6.6% |
| YTD | -14.2% | +42.6% | -56.8% | -18.8% |
| 1Y | -18.3% | +80.8% | -99.1% | -25.3% |
| 3Y | +11.5% | +143.4% | -131.9% | -4.5% |
| 5Y | -9.9% | +293.4% | -303.3% | -30.6% |
| 10Y | +204.4% | +1,080.4% | -876.0% | +77.6% |
| All | +204.4% | +1,072.4% | -868.0% | +77.6% |
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