-13.0%
ALB vs STLD
+55.9%
-69.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -3.6% | +6.9% | -10.4% | -5.4% |
| 30D | -2.9% | -1.5% | -1.4% | -2.8% |
| 3M | -25.8% | -9.7% | -16.2% | -24.0% |
| 6M | -53.6% | +2.3% | -55.9% | -54.2% |
| YTD | -32.4% | +41.0% | -73.4% | -40.6% |
| 1Y | -13.0% | +51.8% | -64.9% | -26.1% |
| All | -13.0% | +55.9% | -69.0% | -26.1% |
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