+1,697.2%
ACN vs STLD
+12,818.1%
-11,120.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.9% |
| 7D | -1.5% | +3.1% | -4.7% | -2.3% |
| 30D | +9.4% | -9.0% | +18.4% | +11.4% |
| 3M | +5.6% | -12.4% | +18.0% | +8.6% |
| 6M | -9.3% | +25.5% | -34.8% | -14.6% |
| YTD | -29.0% | +43.6% | -72.6% | -35.5% |
| 1Y | -24.7% | +87.2% | -111.8% | -35.8% |
| 3Y | -39.8% | +135.2% | -175.1% | -52.4% |
| 5Y | -40.9% | +290.9% | -331.8% | -59.5% |
| 10Y | +91.1% | +1,113.5% | -1,022.3% | -4.7% |
| All | +1,697.2% | +12,818.1% | -11,120.8% | +255.6% |
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