-36.6%
AUR vs STLD
+303.9%
-340.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.2% |
| 7D | +8.7% | +3.1% | +5.6% | +7.0% |
| 30D | -5.2% | -9.0% | +3.8% | -0.5% |
| 3M | -7.3% | -12.4% | +5.1% | -1.7% |
| 6M | +41.2% | +25.5% | +15.7% | +21.7% |
| YTD | +65.1% | +43.6% | +21.5% | +31.0% |
| 1Y | +13.4% | +87.2% | -73.8% | -22.8% |
| 3Y | +98.1% | +135.2% | -37.1% | +22.7% |
| 5Y | -36.0% | +290.9% | -326.9% | -65.9% |
| All | -36.6% | +303.9% | -340.5% | -66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling