+664.4%
AU vs STLD
+11,034.2%
-10,369.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.8% | -9.3% | -6.4% |
| 7D | +15.3% | -4.7% | +19.9% | +16.2% |
| 30D | -0.3% | -0.9% | +0.6% | -0.3% |
| 3M | -2.9% | -11.9% | +9.0% | -0.8% |
| 6M | -10.7% | +0.9% | -11.6% | -11.6% |
| YTD | +14.0% | +40.4% | -26.5% | +5.0% |
| 1Y | +32.5% | +56.6% | -24.0% | +19.4% |
| 3Y | +557.9% | +125.5% | +432.5% | +435.8% |
| 5Y | +441.0% | +292.8% | +148.2% | +279.3% |
| 10Y | +816.9% | +787.1% | +29.9% | +380.4% |
| All | +664.4% | +11,034.2% | -10,369.8% | +166.0% |
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