+3,971.4%
AFL vs STLD
+8,008.3%
-4,037.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | +0.1% | -11.1% | +11.3% | +3.4% |
| 30D | +10.0% | -4.8% | +14.8% | +11.3% |
| 3M | -1.6% | -14.6% | +13.0% | +2.3% |
| 6M | +10.5% | -7.4% | +17.9% | +11.5% |
| YTD | +14.3% | +32.6% | -18.3% | +2.9% |
| 1Y | +11.4% | +47.3% | -35.9% | -2.9% |
| 3Y | +62.4% | +107.5% | -45.1% | +23.5% |
| 5Y | +144.8% | +268.8% | -124.0% | +49.8% |
| 10Y | +356.2% | +883.3% | -527.1% | +94.1% |
| All | +3,971.4% | +8,008.3% | -4,037.0% | +834.7% |
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