-55.5%
ACHR vs STLD
+551.4%
-606.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +0.5% | +14.3% | +14.5% |
| 7D | +5.7% | -11.1% | +16.8% | +10.8% |
| 30D | -4.9% | -4.8% | -0.1% | -3.0% |
| 3M | -15.1% | -14.6% | -0.6% | -10.1% |
| 6M | -30.7% | -7.4% | -23.3% | -29.6% |
| YTD | -41.0% | +32.6% | -73.5% | -48.3% |
| 1Y | -50.0% | +47.3% | -97.3% | -58.0% |
| 3Y | -17.0% | +107.5% | -124.6% | -39.7% |
| 5Y | -29.4% | +268.8% | -298.2% | -55.4% |
| All | -55.5% | +551.4% | -606.9% | -72.9% |
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 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