+215.5%
AZN vs STLD
+1,117.5%
-902.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.9% |
| 7D | -3.1% | -3.6% | +0.5% | -2.7% |
| 30D | +0.6% | -10.1% | +10.7% | +1.6% |
| 3M | -10.8% | -11.4% | +0.7% | -9.9% |
| 6M | -18.1% | +30.8% | -49.0% | -20.9% |
| YTD | -12.3% | +40.7% | -52.9% | -16.0% |
| 1Y | -0.2% | +80.8% | -81.0% | -7.2% |
| 3Y | +23.4% | +140.2% | -116.8% | +9.2% |
| 5Y | +56.4% | +288.5% | -232.1% | +27.8% |
| All | +215.5% | +1,117.5% | -902.1% | +102.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling