+3,246.7%
ADP vs STLD
+7,971.8%
-4,725.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.6% | +8.8% | +2.5% |
| 7D | +7.4% | -12.5% | +19.8% | +9.7% |
| 30D | +17.1% | -6.8% | +23.9% | +18.3% |
| 3M | +14.4% | -16.4% | +30.8% | +17.4% |
| 6M | +47.9% | -6.1% | +54.0% | +48.0% |
| YTD | +22.1% | +32.0% | -9.9% | +14.4% |
| 1Y | +21.8% | +45.5% | -23.8% | +12.0% |
| 3Y | +50.5% | +106.5% | -56.0% | +27.7% |
| 5Y | +49.6% | +267.2% | -217.6% | +11.9% |
| 10Y | +329.3% | +878.9% | -549.6% | +158.8% |
| All | +3,246.7% | +7,971.8% | -4,725.1% | +1,079.0% |
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 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