+140.8%
ADI vs STLD
+288.2%
-147.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.3% |
| 7D | +13.4% | +6.9% | +6.5% | +10.6% |
| 30D | -1.3% | -1.5% | +0.2% | -0.5% |
| 3M | +6.8% | -9.7% | +16.5% | +10.6% |
| 6M | -1.9% | +2.3% | -4.2% | -3.6% |
| YTD | +52.3% | +41.0% | +11.3% | +31.8% |
| 1Y | +71.6% | +51.8% | +19.8% | +44.5% |
| 3Y | +148.9% | +126.4% | +22.5% | +78.2% |
| 5Y | +140.8% | +285.7% | -144.9% | +43.2% |
| All | +140.8% | +288.2% | -147.4% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling