-57.9%
AUR vs STLD
+283.7%
-341.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -1.5% |
| 7D | -4.5% | +2.9% | -7.5% | -6.0% |
| 30D | -16.6% | -5.6% | -11.1% | -14.3% |
| 3M | -38.5% | -11.7% | -26.7% | -34.7% |
| 6M | -49.9% | -2.8% | -47.1% | -50.4% |
| YTD | +9.6% | +36.4% | -26.8% | -11.1% |
| 1Y | +1.2% | +50.0% | -48.8% | -22.2% |
| 3Y | +128.8% | +122.3% | +6.5% | +45.7% |
| 5Y | -57.9% | +273.2% | -331.1% | -77.0% |
| All | -57.9% | +283.7% | -341.6% | -77.0% |
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 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