-64.6%
ALNY vs STLD
+58.4%
-123.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.2% | +4.2% | +5.3% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | -29.6% | -0.1% | -29.5% | -29.7% |
| 3M | -27.7% | -9.2% | -18.6% | -27.6% |
| 6M | -43.9% | +1.8% | -45.6% | -44.5% |
| YTD | -59.8% | +42.1% | -101.9% | -61.9% |
| 1Y | -64.6% | +58.5% | -123.2% | -66.9% |
| All | -64.6% | +58.4% | -123.0% | -66.9% |
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 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