+570.0%
AVGO vs STLD
+274.1%
+296.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.2% | -1.5% | -3.6% |
| 7D | +18.2% | +2.9% | +15.2% | +17.0% |
| 30D | +0.2% | -5.6% | +5.8% | +2.6% |
| 3M | -16.8% | -11.7% | -5.1% | -13.1% |
| 6M | -16.5% | -2.8% | -13.7% | -16.4% |
| YTD | +0.8% | +36.4% | -35.6% | -11.8% |
| 1Y | +2.8% | +50.0% | -47.2% | -13.3% |
| 3Y | +278.5% | +122.3% | +156.2% | +174.0% |
| All | +570.0% | +274.1% | +296.0% | +306.6% |
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