+151.2%
ADI vs STLD
+129.0%
+22.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +3.5% |
| 7D | +0.7% | -0.5% | +1.2% | +1.1% |
| 30D | +0.7% | -0.1% | +0.8% | +1.0% |
| 3M | +6.5% | -9.2% | +15.6% | +10.6% |
| 6M | -2.7% | +1.8% | -4.4% | -4.5% |
| YTD | +52.2% | +42.1% | +10.1% | +27.1% |
| 1Y | +77.5% | +58.5% | +18.9% | +40.8% |
| All | +151.2% | +129.0% | +22.2% | +63.3% |
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