+248.7%
ALNY vs STLD
+1,136.1%
-887.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -3.5% | -2.8% | -0.7% | -3.0% |
| 30D | +18.9% | -10.4% | +29.3% | +21.4% |
| 3M | -13.3% | -10.6% | -2.7% | -11.7% |
| 6M | -20.3% | +32.7% | -53.0% | -25.3% |
| YTD | -35.1% | +42.8% | -77.9% | -40.4% |
| 1Y | -46.5% | +86.9% | -133.4% | -53.6% |
| 3Y | +28.1% | +143.8% | -115.7% | +2.3% |
| 5Y | +36.1% | +293.5% | -257.4% | -5.5% |
| All | +248.7% | +1,136.1% | -887.4% | +20.7% |
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