-34.2%
ALB vs STLD
+135.5%
-169.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -3.6% |
| 7D | -8.1% | +3.1% | -11.2% | -9.6% |
| 30D | +6.3% | -9.0% | +15.2% | +11.1% |
| 3M | -23.6% | -12.4% | -11.2% | -18.6% |
| 6M | -24.6% | +25.5% | -50.1% | -35.2% |
| YTD | -10.3% | +43.6% | -53.9% | -29.3% |
| 1Y | +61.5% | +87.2% | -25.7% | +8.0% |
| All | -34.2% | +135.5% | -169.7% | -62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling