+148.2%
AFL vs STLD
+274.1%
-125.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.4% |
| 7D | +2.9% | +2.9% | -0.1% | +2.3% |
| 30D | +8.0% | -5.6% | +13.5% | +8.8% |
| 3M | +5.9% | -11.7% | +17.6% | +7.8% |
| 6M | +11.6% | -2.8% | +14.4% | +11.3% |
| YTD | +17.5% | +36.4% | -18.9% | +9.3% |
| 1Y | +13.3% | +50.0% | -36.7% | +3.3% |
| 3Y | +67.0% | +122.3% | -55.3% | +36.3% |
| All | +148.2% | +274.1% | -125.9% | +72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling