-57.7%
ADBE vs STLD
+105.6%
-163.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -2.9% |
| 7D | -4.4% | -11.1% | +6.8% | -3.3% |
| 30D | +2.8% | -4.8% | +7.6% | +3.1% |
| 3M | -8.0% | -14.6% | +6.5% | -6.7% |
| 6M | -4.3% | -7.4% | +3.1% | -4.5% |
| YTD | -31.6% | +32.6% | -64.2% | -36.4% |
| 1Y | -26.9% | +47.3% | -74.2% | -33.6% |
| 3Y | -57.7% | +107.5% | -165.2% | -62.9% |
| All | -57.7% | +105.6% | -163.3% | -62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling