+1,427.3%
AZN vs STLD
+8,684.3%
-7,257.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -1.1% |
| 7D | 0.0% | +3.1% | -3.1% | -0.4% |
| 30D | +0.7% | -9.0% | +9.7% | +1.8% |
| 3M | -10.5% | -12.4% | +1.9% | -9.3% |
| 6M | -19.3% | +25.5% | -44.8% | -21.9% |
| YTD | -10.6% | +43.6% | -54.2% | -15.1% |
| 1Y | +0.5% | +87.2% | -86.7% | -7.9% |
| 3Y | +25.9% | +135.2% | -109.4% | +10.5% |
| 5Y | +52.4% | +290.9% | -238.5% | +22.7% |
| 10Y | +220.8% | +1,113.5% | -892.6% | +112.2% |
| All | +1,427.3% | +8,684.3% | -7,257.0% | +585.6% |
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