-35.0%
AUR vs STLD
+301.6%
-336.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +11.1% | -2.8% | +13.9% | +12.8% |
| 30D | -6.9% | -10.4% | +3.5% | -1.4% |
| 3M | +5.5% | -10.6% | +16.1% | +10.5% |
| 6M | +41.0% | +32.7% | +8.3% | +17.9% |
| YTD | +69.3% | +42.8% | +26.5% | +34.7% |
| 1Y | +14.0% | +86.9% | -72.9% | -22.3% |
| 3Y | +90.1% | +143.8% | -53.7% | +16.2% |
| 5Y | -34.4% | +293.5% | -327.9% | -64.9% |
| All | -35.0% | +301.6% | -336.6% | -65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling