+87.2%
STLD vs ABCL
+186.8%
-99.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | +3.1% | +0.7% | +2.4% | +3.1% |
| 30D | -9.0% | +93.1% | -102.1% | -15.2% |
| 3M | -12.4% | +79.4% | -91.8% | -18.6% |
| 6M | +25.5% | +214.9% | -189.4% | +6.0% |
| YTD | +43.6% | +234.2% | -190.6% | +18.5% |
| 1Y | +87.2% | +174.8% | -87.6% | +58.4% |
| All | +87.2% | +186.8% | -99.6% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling