+338.6%
AFL vs STLD
+790.2%
-451.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | +0.2% | +6.9% | -6.6% | -1.7% |
| 30D | +8.6% | -1.5% | +10.1% | +8.8% |
| 3M | +5.3% | -9.7% | +15.0% | +7.8% |
| 6M | +10.0% | +2.3% | +7.7% | +7.8% |
| YTD | +16.5% | +41.0% | -24.5% | +2.7% |
| 1Y | +12.7% | +51.8% | -39.1% | -3.0% |
| 3Y | +65.5% | +126.4% | -60.9% | +20.3% |
| 5Y | +148.5% | +285.7% | -137.2% | +40.6% |
| All | +338.6% | +790.2% | -451.6% | +65.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling