+65.2%
ALAB vs STLD
+89.3%
-24.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.6% | +11.4% | +10.3% |
| 7D | +7.2% | +3.1% | +4.1% | +5.8% |
| 30D | -2.5% | -9.0% | +6.5% | +0.9% |
| 3M | -13.3% | -12.4% | -0.9% | -8.3% |
| 6M | +172.8% | +25.5% | +147.3% | +133.9% |
| YTD | +86.6% | +43.6% | +43.0% | +51.7% |
| 1Y | +65.2% | +87.2% | -22.0% | +18.5% |
| All | +65.2% | +89.3% | -24.1% | +18.5% |
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