+3,701.6%
ALNY vs STLD
+5,904.9%
-2,203.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.1% |
| 7D | +12.2% | +3.1% | +9.1% | +11.3% |
| 30D | +16.3% | -9.0% | +25.3% | +19.2% |
| 3M | -12.4% | -12.4% | 0.0% | -9.7% |
| 6M | -18.7% | +25.5% | -44.2% | -24.5% |
| YTD | -33.1% | +43.6% | -76.7% | -40.5% |
| 1Y | -41.3% | +87.2% | -128.5% | -51.8% |
| 3Y | +32.3% | +135.2% | -103.0% | -1.4% |
| 5Y | +34.8% | +290.9% | -256.1% | -17.5% |
| 10Y | +284.7% | +1,113.5% | -828.7% | +49.0% |
| All | +3,701.6% | +5,904.9% | -2,203.3% | +686.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling