+1,693.8%
ABT vs STLD
+8,684.3%
-6,990.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | -3.7% | +3.1% | -6.8% | -4.0% |
| 30D | +2.5% | -9.0% | +11.5% | +3.3% |
| 3M | +20.2% | -12.4% | +32.6% | +21.5% |
| 6M | -2.9% | +25.5% | -28.4% | -5.5% |
| YTD | -11.9% | +43.6% | -55.5% | -15.5% |
| 1Y | -16.5% | +87.2% | -103.7% | -22.1% |
| 3Y | +12.1% | +135.2% | -123.1% | +0.9% |
| 5Y | -7.4% | +290.9% | -298.3% | -22.0% |
| 10Y | +210.7% | +1,113.5% | -902.8% | +126.3% |
| All | +1,693.8% | +8,684.3% | -6,990.5% | +873.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling