+712.3%
AU vs STLD
+1,091.0%
-378.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | -0.3% | +2.7% | -2.9% | -0.6% |
| 30D | +12.8% | -8.4% | +21.2% | +13.6% |
| 3M | +28.5% | -9.9% | +38.3% | +29.5% |
| 6M | +4.8% | +33.0% | -28.2% | +1.6% |
| YTD | +31.0% | +42.6% | -11.6% | +26.2% |
| 1Y | +81.4% | +80.8% | +0.7% | +71.2% |
| 3Y | +618.4% | +143.4% | +475.0% | +557.6% |
| 5Y | +686.3% | +293.4% | +392.9% | +598.8% |
| All | +712.3% | +1,091.0% | -378.7% | +442.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling