+4.1%
ARM vs STLD
+47.9%
-43.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -7.6% | -5.5% | -9.3% |
| 7D | -27.1% | -12.5% | -14.6% | -22.1% |
| 30D | -44.9% | -6.8% | -38.1% | -42.6% |
| 3M | -39.3% | -16.4% | -22.9% | -33.6% |
| 6M | -20.2% | -6.1% | -14.0% | -19.5% |
| YTD | +52.5% | +32.0% | +20.6% | +26.7% |
| 1Y | +4.1% | +45.5% | -41.4% | -18.4% |
| All | +4.1% | +47.9% | -43.8% | -18.4% |
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