+11,953.7%
AZO vs STLD
+8,684.3%
+3,269.4%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.8% |
| 7D | +0.7% | +3.1% | -2.4% | +0.2% |
| 30D | -2.7% | -9.0% | +6.3% | -1.4% |
| 3M | -3.2% | -12.4% | +9.2% | -1.6% |
| 6M | -19.7% | +25.5% | -45.2% | -23.1% |
| YTD | -12.0% | +43.6% | -55.7% | -17.6% |
| 1Y | -29.5% | +87.2% | -116.7% | -36.9% |
| 3Y | +17.3% | +135.2% | -117.9% | -0.5% |
| 5Y | +94.1% | +290.9% | -196.8% | +47.9% |
| 10Y | +303.3% | +1,113.5% | -810.2% | +144.2% |
| All | +11,953.7% | +8,684.3% | +3,269.4% | +4,001.6% |
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