Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • AVGO vs STLD✓SelectedUSD · STLDAVGO vs STLD performance historyLatest closeAs of+0.21%09/04
Stock and ETF performance explorer

AVGO vs STLD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+31,416.6%
STLD return
+1,882.1%
Excess return
+29,534.6%
Maximum drawdown
-48.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSTLDExcessAlpha
1D+0.2%-1.6%+1.8%+0.8%
7D-3.0%+3.1%-6.1%-4.2%
30D-14.4%-9.0%-5.4%-11.6%
3M-14.4%-12.4%-2.1%-10.9%
6M+13.1%+25.5%-12.4%+2.6%
YTD+3.8%+43.6%-39.8%-11.1%
1Y+17.8%+87.2%-69.4%-8.9%
3Y+325.3%+135.2%+190.0%+196.2%
5Y+689.9%+290.9%+399.1%+332.0%
10Y+2,597.0%+1,113.5%+1,483.6%+726.8%
All+31,416.6%+1,882.1%+29,534.6%+6,803.9%

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