+338.2%
AZN vs STLD
+761.4%
-423.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.3% | +0.4% |
| 7D | -1.1% | +2.9% | -4.0% | -1.4% |
| 30D | +13.8% | -5.6% | +19.4% | +14.4% |
| 3M | +17.3% | -11.7% | +29.0% | +18.5% |
| 6M | -1.7% | -2.8% | +1.0% | -2.0% |
| YTD | +1.4% | +36.4% | -35.1% | -2.8% |
| 1Y | +5.2% | +50.0% | -44.8% | -0.3% |
| 3Y | +52.6% | +122.3% | -69.7% | +36.2% |
| 5Y | +72.9% | +273.2% | -200.3% | +41.8% |
| All | +338.2% | +761.4% | -423.2% | +223.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling