+24.5%
ALAB vs STLD
+59.7%
-35.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.0% | -1.4% | -3.2% |
| 7D | -24.9% | -3.9% | -20.9% | -23.7% |
| 30D | -38.4% | -0.4% | -38.0% | -38.1% |
| 3M | -38.3% | -9.2% | -29.1% | -35.9% |
| 6M | +10.9% | +5.0% | +6.0% | +5.3% |
| YTD | +34.2% | +42.8% | -8.6% | +7.9% |
| 1Y | +24.5% | +60.1% | -35.6% | -14.0% |
| All | +24.5% | +59.7% | -35.2% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling