+91.6%
ACN vs STLD
+1,105.0%
-1,013.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.9% |
| 7D | -1.5% | +3.1% | -4.7% | -2.4% |
| 30D | +9.4% | -9.0% | +18.4% | +11.7% |
| 3M | +5.6% | -12.4% | +18.0% | +9.1% |
| 6M | -9.3% | +25.5% | -34.8% | -15.6% |
| YTD | -29.0% | +43.6% | -72.6% | -36.7% |
| 1Y | -24.7% | +87.2% | -111.8% | -37.8% |
| 3Y | -39.8% | +135.2% | -175.1% | -54.8% |
| 5Y | -40.9% | +290.9% | -331.8% | -63.1% |
| All | +91.6% | +1,105.0% | -1,013.4% | -15.5% |
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