+17.8%
ADP vs STLD
+135.5%
-117.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -2.0% |
| 7D | -3.4% | +3.1% | -6.6% | -3.6% |
| 30D | +2.8% | -9.0% | +11.8% | +3.4% |
| 3M | +20.9% | -12.4% | +33.3% | +22.1% |
| 6M | +29.9% | +25.5% | +4.4% | +26.1% |
| YTD | +9.6% | +43.6% | -34.0% | +4.2% |
| 1Y | -5.3% | +87.2% | -92.5% | -13.9% |
| All | +17.8% | +135.5% | -117.7% | -0.1% |
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