+29.1%
ALNY vs STLD
+141.4%
-112.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -2.2% |
| 7D | +5.7% | +2.7% | +3.0% | +5.4% |
| 30D | +18.7% | -8.4% | +27.1% | +19.7% |
| 3M | -11.0% | -9.9% | -1.1% | -10.1% |
| 6M | -18.9% | +33.0% | -51.9% | -22.4% |
| YTD | -34.6% | +42.6% | -77.2% | -38.1% |
| 1Y | -42.8% | +80.8% | -123.6% | -47.6% |
| 3Y | +29.1% | +143.4% | -114.3% | +15.5% |
| All | +29.1% | +141.4% | -112.3% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling