+152.3%
ACN vs STLD
+761.4%
-609.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.5% | +1.1% |
| 7D | -3.8% | +2.9% | -6.8% | -4.6% |
| 30D | +16.5% | -5.6% | +22.1% | +17.9% |
| 3M | +41.5% | -11.7% | +53.2% | +45.0% |
| 6M | +60.1% | -2.8% | +62.8% | +59.5% |
| YTD | -3.9% | +36.4% | -40.4% | -13.9% |
| 1Y | +4.1% | +50.0% | -45.9% | -9.2% |
| 3Y | -15.9% | +122.3% | -138.2% | -36.3% |
| 5Y | -26.3% | +273.2% | -299.5% | -54.0% |
| All | +152.3% | +761.4% | -609.1% | +15.9% |
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