-22.6%
ADBE vs STLD
+89.3%
-111.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.6% | -5.1% | -6.8% |
| 7D | -8.6% | +3.1% | -11.7% | -8.4% |
| 30D | +2.8% | -9.0% | +11.8% | +2.6% |
| 3M | +3.1% | -12.4% | +15.5% | +3.2% |
| 6M | -2.4% | +25.5% | -27.9% | -4.7% |
| YTD | -23.9% | +43.6% | -67.5% | -27.3% |
| 1Y | -22.6% | +87.2% | -109.8% | -32.0% |
| All | -22.6% | +89.3% | -111.9% | -32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling