+1,731.5%
ABT vs STLD
+8,008.3%
-6,276.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.3% |
| 7D | +3.5% | -11.1% | +14.6% | +4.7% |
| 30D | +12.0% | -4.8% | +16.8% | +12.5% |
| 3M | +2.5% | -14.6% | +17.0% | +3.8% |
| 6M | +29.1% | -7.4% | +36.5% | +29.5% |
| YTD | -10.1% | +32.6% | -42.6% | -13.2% |
| 1Y | -9.8% | +47.3% | -57.2% | -13.9% |
| 3Y | +23.3% | +107.5% | -84.3% | +12.3% |
| 5Y | -2.4% | +268.8% | -271.2% | -17.3% |
| 10Y | +239.4% | +883.3% | -643.9% | +151.8% |
| All | +1,731.5% | +8,008.3% | -6,276.8% | +900.2% |
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