+232.9%
ABT vs STLD
+868.9%
-636.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.3% |
| 7D | +3.5% | -11.1% | +14.6% | +5.0% |
| 30D | +12.0% | -4.8% | +16.8% | +12.6% |
| 3M | +2.5% | -14.6% | +17.0% | +4.2% |
| 6M | +29.1% | -7.4% | +36.5% | +29.6% |
| YTD | -10.1% | +32.6% | -42.6% | -14.2% |
| 1Y | -9.8% | +47.3% | -57.2% | -15.3% |
| 3Y | +23.3% | +107.5% | -84.3% | +8.1% |
| 5Y | -2.4% | +268.8% | -271.2% | -24.1% |
| All | +232.9% | +868.9% | -636.0% | +112.1% |
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