+462.3%
BA vs STLD
+7,971.8%
-7,509.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.6% | +5.0% | -0.4% |
| 7D | -0.1% | -12.5% | +12.4% | +3.6% |
| 30D | -9.1% | -6.8% | -2.3% | -7.6% |
| 3M | -28.2% | -16.4% | -11.8% | -25.0% |
| 6M | -23.1% | -6.1% | -17.0% | -22.5% |
| YTD | -20.6% | +32.0% | -52.5% | -27.6% |
| 1Y | -12.7% | +45.5% | -58.2% | -22.6% |
| 3Y | -11.6% | +106.5% | -118.1% | -30.2% |
| 5Y | -23.1% | +267.2% | -290.3% | -49.6% |
| 10Y | +34.4% | +878.9% | -844.5% | -33.5% |
| All | +462.3% | +7,971.8% | -7,509.5% | +32.6% |
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