+5,404.3%
ADBE vs STLD
+8,684.3%
-3,280.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.6% | -5.1% | -6.3% |
| 7D | -8.6% | +3.1% | -11.7% | -9.4% |
| 30D | +2.8% | -9.0% | +11.8% | +5.0% |
| 3M | +3.1% | -12.4% | +15.5% | +5.9% |
| 6M | -2.4% | +25.5% | -27.9% | -9.5% |
| YTD | -23.9% | +43.6% | -67.5% | -32.3% |
| 1Y | -22.6% | +87.2% | -109.8% | -36.1% |
| 3Y | -52.7% | +135.2% | -187.9% | -64.3% |
| 5Y | -60.0% | +290.9% | -350.9% | -74.7% |
| 10Y | +157.3% | +1,113.5% | -956.1% | +8.5% |
| All | +5,404.3% | +8,684.3% | -3,280.0% | +824.4% |
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