+207.4%
ALAB vs STLD
+63.8%
+143.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.0% |
| 7D | -26.3% | -11.1% | -15.2% | -20.0% |
| 30D | -50.1% | -4.8% | -45.3% | -47.9% |
| 3M | -42.5% | -14.6% | -27.9% | -36.3% |
| 6M | -10.8% | -7.4% | -3.4% | -8.1% |
| YTD | +14.6% | +32.6% | -17.9% | -9.2% |
| 1Y | +17.1% | +47.3% | -30.2% | -14.2% |
| All | +207.4% | +63.8% | +143.7% | +83.2% |
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