+0.5%
AZN vs STLD
+89.3%
-88.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -1.2% |
| 7D | 0.0% | +3.1% | -3.1% | -0.1% |
| 30D | +0.7% | -9.0% | +9.7% | +1.2% |
| 3M | -10.5% | -12.4% | +1.9% | -9.9% |
| 6M | -19.3% | +25.5% | -44.8% | -21.2% |
| YTD | -10.6% | +43.6% | -54.2% | -13.0% |
| 1Y | +0.5% | +87.2% | -86.7% | -4.5% |
| All | +0.5% | +89.3% | -88.7% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling