+23.7%
AZN vs STLD
+141.4%
-117.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | -1.5% | +2.7% | -4.2% | -1.6% |
| 30D | -0.9% | -8.4% | +7.6% | -0.4% |
| 3M | -11.8% | -9.9% | -2.0% | -11.4% |
| 6M | -17.6% | +33.0% | -50.6% | -19.4% |
| YTD | -12.0% | +42.6% | -54.6% | -14.4% |
| 1Y | -0.9% | +80.8% | -81.6% | -4.9% |
| 3Y | +23.7% | +143.4% | -119.8% | +7.7% |
| All | +23.7% | +141.4% | -117.8% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling