+83.4%
AU vs STLD
+80.8%
+2.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | +0.6% | -2.8% | +3.5% | +1.3% |
| 30D | +12.3% | -10.4% | +22.7% | +15.6% |
| 3M | +29.4% | -10.6% | +39.9% | +33.1% |
| 6M | +3.2% | +32.7% | -29.5% | -8.3% |
| YTD | +31.8% | +42.8% | -11.0% | +19.4% |
| 1Y | +83.4% | +86.9% | -3.5% | +69.2% |
| All | +83.4% | +80.8% | +2.6% | +69.2% |
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