+525.9%
STLD vs ABCL
-80.5%
+606.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.7% | -6.3% | -0.3% |
| 7D | -11.1% | -3.2% | -7.9% | -10.9% |
| 30D | -4.8% | -7.4% | +2.6% | -4.2% |
| 3M | -14.6% | +81.9% | -96.5% | -21.2% |
| 6M | -7.4% | +135.7% | -143.1% | -18.4% |
| YTD | +32.6% | +247.4% | -214.8% | +10.5% |
| 1Y | +47.3% | +162.3% | -114.9% | +26.6% |
| 3Y | +107.5% | +165.5% | -57.9% | +69.4% |
| 5Y | +268.8% | -21.3% | +290.1% | +219.2% |
| All | +525.9% | -80.5% | +606.5% | +473.6% |
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