-52.8%
ACHR vs STLD
+590.1%
-642.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.8% | -5.8% | -3.6% |
| 7D | +14.0% | -4.7% | +18.7% | +16.2% |
| 30D | -5.0% | -0.9% | -4.1% | -4.7% |
| 3M | -24.8% | -11.9% | -12.9% | -21.3% |
| 6M | -27.3% | +0.9% | -28.2% | -28.6% |
| YTD | -37.4% | +40.4% | -77.8% | -46.4% |
| 1Y | -44.3% | +56.6% | -100.8% | -54.3% |
| 3Y | -5.2% | +125.5% | -130.7% | -33.3% |
| 5Y | -20.8% | +292.8% | -313.7% | -51.1% |
| All | -52.8% | +590.1% | -642.8% | -71.9% |
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