+5,332.7%
ADI vs STLD
+8,008.3%
-2,675.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.6% |
| 7D | -12.8% | -11.1% | -1.7% | -9.6% |
| 30D | -11.3% | -4.8% | -6.6% | -9.9% |
| 3M | -3.4% | -14.6% | +11.2% | +1.0% |
| 6M | -12.0% | -7.4% | -4.6% | -10.5% |
| YTD | +35.3% | +32.6% | +2.7% | +23.3% |
| 1Y | +58.1% | +47.3% | +10.7% | +39.7% |
| 3Y | +127.4% | +107.5% | +19.8% | +79.5% |
| 5Y | +114.6% | +268.8% | -154.2% | +39.0% |
| 10Y | +589.3% | +883.3% | -294.0% | +215.7% |
| All | +5,332.7% | +8,008.3% | -2,675.7% | +829.2% |
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 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