+25.3%
ADP vs STLD
+46.8%
-21.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +0.2% |
| 7D | +2.2% | +2.9% | -0.8% | +2.6% |
| 30D | +10.6% | -5.6% | +16.1% | +9.8% |
| 3M | +12.9% | -11.7% | +24.6% | +11.3% |
| 6M | +50.6% | -2.8% | +53.4% | +50.9% |
| YTD | +23.2% | +36.4% | -13.3% | +24.7% |
| 1Y | +25.3% | +50.0% | -24.7% | +24.0% |
| All | +25.3% | +46.8% | -21.5% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling