+563.1%
STLD vs ABCL
-79.6%
+642.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.8% |
| 7D | -4.7% | +2.3% | -7.0% | -4.9% |
| 30D | -0.9% | -0.7% | -0.3% | -1.1% |
| 3M | -11.9% | +33.4% | -45.3% | -15.4% |
| 6M | +0.9% | +137.8% | -136.9% | -11.0% |
| YTD | +40.4% | +264.3% | -223.9% | +16.5% |
| 1Y | +56.6% | +209.2% | -152.6% | +32.2% |
| 3Y | +125.5% | +208.4% | -82.9% | +81.3% |
| 5Y | +292.8% | -11.9% | +304.7% | +237.5% |
| All | +563.1% | -79.6% | +642.6% | +504.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling