+13,070.5%
AZO vs STLD
+8,245.9%
+4,824.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.5% | +0.7% |
| 7D | +1.3% | +2.9% | -1.6% | +0.9% |
| 30D | +12.0% | -5.6% | +17.5% | +12.7% |
| 3M | +7.2% | -11.7% | +18.9% | +8.9% |
| 6M | -3.2% | -2.8% | -0.4% | -3.6% |
| YTD | -3.9% | +36.4% | -40.3% | -9.5% |
| 1Y | -14.7% | +50.0% | -64.7% | -20.9% |
| 3Y | +20.4% | +122.3% | -101.9% | +2.8% |
| 5Y | +72.8% | +273.2% | -200.4% | +32.6% |
| 10Y | +334.4% | +763.8% | -429.4% | +176.8% |
| All | +13,070.5% | +8,245.9% | +4,824.6% | +4,404.9% |
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