-42.7%
ACHR vs STLD
+605.7%
-648.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.2% |
| 7D | -0.7% | +3.1% | -3.8% | -2.0% |
| 30D | +9.8% | -9.0% | +18.8% | +13.6% |
| 3M | -10.5% | -12.4% | +1.9% | -6.6% |
| 6M | -15.5% | +25.5% | -41.0% | -24.2% |
| YTD | -24.1% | +43.6% | -67.7% | -35.5% |
| 1Y | -32.4% | +87.2% | -119.6% | -48.4% |
| 3Y | -11.6% | +135.2% | -146.8% | -38.7% |
| 5Y | -42.9% | +290.9% | -333.8% | -64.9% |
| All | -42.7% | +605.7% | -648.4% | -66.2% |
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