+229.8%
ALNY vs STLD
+761.4%
-531.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.2% | +8.6% | +5.9% |
| 7D | +5.8% | +2.9% | +2.9% | +5.2% |
| 30D | -26.5% | -5.6% | -20.9% | -25.9% |
| 3M | -27.3% | -11.7% | -15.6% | -26.0% |
| 6M | -43.4% | -2.8% | -40.6% | -43.6% |
| YTD | -58.5% | +36.4% | -94.9% | -61.5% |
| 1Y | -63.6% | +50.0% | -113.6% | -66.9% |
| 3Y | 0.0% | +122.3% | -122.3% | -17.5% |
| 5Y | -3.4% | +273.2% | -276.6% | -30.3% |
| All | +229.8% | +761.4% | -531.6% | +93.5% |
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