-7.0%
ABT vs STLD
+292.4%
-299.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | -3.7% | +3.1% | -6.8% | -3.9% |
| 30D | +2.5% | -9.0% | +11.5% | +3.1% |
| 3M | +20.2% | -12.4% | +32.6% | +21.2% |
| 6M | -2.9% | +25.5% | -28.4% | -5.1% |
| YTD | -11.9% | +43.6% | -55.5% | -15.0% |
| 1Y | -16.5% | +87.2% | -103.7% | -21.4% |
| 3Y | +12.1% | +135.2% | -123.1% | +1.1% |
| All | -7.0% | +292.4% | -299.4% | -23.7% |
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