+12.7%
AZO vs STLD
+141.4%
-128.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -1.0% |
| 7D | -0.5% | +2.7% | -3.1% | -0.6% |
| 30D | -5.6% | -8.4% | +2.8% | -5.2% |
| 3M | -4.0% | -9.9% | +5.9% | -3.5% |
| 6M | -18.9% | +33.0% | -52.0% | -21.0% |
| YTD | -13.0% | +42.6% | -55.5% | -15.5% |
| 1Y | -30.4% | +80.8% | -111.2% | -33.6% |
| 3Y | +12.7% | +143.4% | -130.7% | -0.3% |
| All | +12.7% | +141.4% | -128.7% | -0.3% |
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