+299.5%
AFL vs STLD
+1,092.9%
-793.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -2.1% | -2.8% | +0.7% | -1.3% |
| 30D | -5.4% | -10.4% | +5.0% | -2.6% |
| 3M | -0.3% | -10.6% | +10.3% | +2.4% |
| 6M | +5.2% | +32.7% | -27.5% | -4.5% |
| YTD | +5.7% | +42.8% | -37.1% | -6.7% |
| 1Y | +10.2% | +86.9% | -76.7% | -11.0% |
| 3Y | +63.4% | +143.8% | -80.4% | +16.3% |
| 5Y | +133.0% | +293.5% | -160.5% | +31.6% |
| 10Y | +299.5% | +1,122.7% | -823.1% | +35.1% |
| All | +299.5% | +1,092.9% | -793.3% | +35.1% |
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 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