+2,472.7%
ACN vs STLD
+11,770.3%
-9,297.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.6% | +7.9% | +2.1% |
| 7D | +7.3% | -12.5% | +19.7% | +10.4% |
| 30D | +38.2% | -6.8% | +45.0% | +40.0% |
| 3M | +56.6% | -16.4% | +72.9% | +61.9% |
| 6M | +51.1% | -6.1% | +57.2% | +51.8% |
| YTD | +1.7% | +32.0% | -30.3% | -6.3% |
| 1Y | +10.1% | +45.5% | -35.4% | -0.8% |
| 3Y | -10.3% | +106.5% | -116.8% | -27.1% |
| 5Y | -21.4% | +267.2% | -288.6% | -45.4% |
| 10Y | +167.1% | +878.9% | -711.7% | +39.3% |
| All | +2,472.7% | +11,770.3% | -9,297.6% | +416.8% |
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