+49.6%
ADP vs STLD
+104.7%
-55.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.6% | +8.8% | +1.5% |
| 7D | +7.4% | -12.5% | +19.8% | +7.9% |
| 30D | +17.1% | -6.8% | +23.9% | +17.3% |
| 3M | +14.4% | -16.4% | +30.8% | +15.4% |
| 6M | +47.9% | -6.1% | +54.0% | +47.5% |
| YTD | +22.1% | +32.0% | -9.9% | +16.8% |
| 1Y | +21.8% | +45.5% | -23.8% | +14.8% |
| All | +49.6% | +104.7% | -55.1% | +34.3% |
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