-47.3%
ALNY vs STLD
+84.3%
-131.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.9% |
| 7D | -6.4% | -3.6% | -2.8% | -6.0% |
| 30D | +11.9% | -10.1% | +22.0% | +12.7% |
| 3M | -15.0% | -11.4% | -3.6% | -14.1% |
| 6M | -23.2% | +30.8% | -54.1% | -27.4% |
| YTD | -37.8% | +40.7% | -78.4% | -41.6% |
| 1Y | -47.3% | +80.8% | -128.0% | -51.3% |
| All | -47.3% | +84.3% | -131.5% | -51.3% |
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