-4.2%
ABT vs STLD
+255.4%
-259.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.3% |
| 7D | +3.5% | -11.1% | +14.6% | +4.3% |
| 30D | +12.0% | -4.8% | +16.8% | +12.3% |
| 3M | +2.5% | -14.6% | +17.0% | +3.4% |
| 6M | +29.1% | -7.4% | +36.5% | +29.3% |
| YTD | -10.1% | +32.6% | -42.6% | -12.8% |
| 1Y | -9.8% | +47.3% | -57.2% | -13.4% |
| 3Y | +23.3% | +107.5% | -84.3% | +12.3% |
| All | -4.2% | +255.4% | -259.6% | -21.5% |
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