-61.6%
ALB vs STLD
+269.6%
-331.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -1.1% |
| 7D | +9.5% | -9.7% | +19.1% | +14.5% |
| 30D | -2.1% | -4.5% | +2.4% | -0.4% |
| 3M | -24.1% | -13.1% | -11.1% | -19.7% |
| 6M | -51.0% | -2.8% | -48.3% | -51.3% |
| YTD | -29.3% | +35.3% | -64.7% | -41.6% |
| 1Y | +3.2% | +51.4% | -48.2% | -19.7% |
| 3Y | -9.3% | +117.9% | -127.3% | -42.4% |
| 5Y | -61.6% | +272.6% | -334.2% | -81.9% |
| All | -61.6% | +269.6% | -331.2% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling