+788.4%
AU vs STLD
+11,287.0%
-10,498.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.0% |
| 7D | -3.6% | +3.1% | -6.8% | -4.3% |
| 30D | +23.9% | -9.0% | +32.9% | +25.9% |
| 3M | +19.1% | -12.4% | +31.4% | +21.8% |
| 6M | -0.2% | +25.5% | -25.7% | -5.4% |
| YTD | +32.5% | +43.6% | -11.2% | +21.7% |
| 1Y | +96.9% | +87.2% | +9.8% | +70.5% |
| 3Y | +614.7% | +135.2% | +479.5% | +476.7% |
| 5Y | +647.7% | +290.9% | +356.8% | +424.1% |
| 10Y | +679.2% | +1,113.5% | -434.2% | +277.8% |
| All | +788.4% | +11,287.0% | -10,498.6% | +208.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling