-54.0%
AUR vs STLD
+299.7%
-353.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.4% |
| 7D | +12.7% | -0.5% | +13.2% | +12.8% |
| 30D | -18.7% | -0.1% | -18.7% | -19.1% |
| 3M | -33.8% | -9.2% | -24.7% | -30.9% |
| 6M | -36.6% | +1.8% | -38.4% | -38.8% |
| YTD | +19.8% | +42.1% | -22.3% | -5.0% |
| 1Y | +8.0% | +58.5% | -50.5% | -19.5% |
| 3Y | +153.4% | +128.2% | +25.2% | +58.7% |
| 5Y | -54.0% | +288.2% | -342.2% | -75.5% |
| All | -54.0% | +299.7% | -353.7% | -75.4% |
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 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