-34.2%
AUR vs STLD
+291.8%
-326.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +3.1% |
| 7D | +19.2% | +2.7% | +16.6% | +17.4% |
| 30D | -7.8% | -8.4% | +0.6% | -3.3% |
| 3M | +4.0% | -9.9% | +13.9% | +8.7% |
| 6M | +45.0% | +33.0% | +12.0% | +19.3% |
| YTD | +69.5% | +42.6% | +27.0% | +32.6% |
| 1Y | +13.0% | +80.8% | -67.7% | -23.9% |
| 3Y | +90.4% | +143.4% | -53.1% | +10.9% |
| 5Y | -34.2% | +293.4% | -327.6% | -68.0% |
| All | -34.2% | +291.8% | -326.0% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling