+445.5%
AU vs STLD
+105.6%
+339.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.5% | +4.5% | +4.9% |
| 7D | +16.5% | -11.1% | +27.7% | +19.2% |
| 30D | +3.3% | -4.8% | +8.0% | +4.1% |
| 3M | +6.8% | -14.6% | +21.4% | +9.9% |
| 6M | -3.9% | -7.4% | +3.5% | -3.2% |
| YTD | +12.9% | +32.6% | -19.6% | +5.2% |
| 1Y | +43.5% | +47.3% | -3.9% | +31.4% |
| 3Y | +445.5% | +107.5% | +338.0% | +316.1% |
| All | +445.5% | +105.6% | +339.9% | +316.1% |
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