+686.3%
AU vs STLD
+291.8%
+394.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -0.3% | +2.7% | -2.9% | -0.8% |
| 30D | +12.8% | -8.4% | +21.2% | +14.4% |
| 3M | +28.5% | -9.9% | +38.3% | +30.5% |
| 6M | +4.8% | +33.0% | -28.2% | -1.8% |
| YTD | +31.0% | +42.6% | -11.6% | +21.1% |
| 1Y | +81.4% | +80.8% | +0.7% | +60.3% |
| 3Y | +618.4% | +143.4% | +475.0% | +485.2% |
| 5Y | +686.3% | +293.4% | +392.9% | +466.4% |
| All | +686.3% | +291.8% | +394.5% | +466.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling