+87.6%
AZO vs STLD
+294.9%
-207.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | -0.8% | -2.8% | +2.0% | -0.5% |
| 30D | -5.1% | -10.4% | +5.3% | -4.1% |
| 3M | -7.2% | -10.6% | +3.4% | -6.3% |
| 6M | -20.7% | +32.7% | -53.4% | -23.8% |
| YTD | -14.2% | +42.8% | -57.0% | -18.3% |
| 1Y | -32.2% | +86.9% | -119.1% | -37.6% |
| 3Y | +11.1% | +143.8% | -132.7% | -3.6% |
| 5Y | +87.6% | +293.5% | -205.9% | +46.0% |
| All | +87.6% | +294.9% | -207.3% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling