-52.6%
AUR vs STLD
+274.9%
-327.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.1% | +3.4% | +4.2% |
| 7D | +9.9% | -9.7% | +19.6% | +16.6% |
| 30D | -20.2% | -4.5% | -15.7% | -18.4% |
| 3M | -34.1% | -13.1% | -21.0% | -29.1% |
| 6M | -34.3% | -2.8% | -31.6% | -35.1% |
| YTD | +21.1% | +35.3% | -14.2% | -3.9% |
| 1Y | +7.6% | +51.4% | -43.7% | -20.5% |
| 3Y | +159.8% | +117.9% | +41.8% | +56.2% |
| All | -52.6% | +274.9% | -327.4% | -78.3% |
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