+36.3%
ALB vs STLD
+802.0%
-765.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.5% |
| 7D | +1.1% | -0.5% | +1.5% | +0.8% |
| 30D | -2.6% | -0.1% | -2.5% | -3.1% |
| 3M | -25.6% | -9.2% | -16.4% | -23.1% |
| 6M | -54.0% | +1.8% | -55.8% | -55.2% |
| YTD | -31.6% | +42.1% | -73.7% | -43.6% |
| 1Y | -6.6% | +58.5% | -65.1% | -26.7% |
| 3Y | -14.0% | +128.2% | -142.2% | -43.6% |
| 5Y | -62.5% | +288.2% | -350.8% | -81.2% |
| 10Y | +36.3% | +799.8% | -763.5% | -50.6% |
| All | +36.3% | +802.0% | -765.7% | -50.6% |
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