+106.6%
STLD vs ABCL
+139.9%
-33.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -9.4% | +1.8% | -6.5% |
| 7D | -12.5% | -14.9% | +2.4% | -10.9% |
| 30D | -6.8% | -15.4% | +8.5% | -5.2% |
| 3M | -16.4% | +88.0% | -104.4% | -24.2% |
| 6M | -6.1% | +138.8% | -145.0% | -19.5% |
| YTD | +32.0% | +225.4% | -193.5% | +6.6% |
| 1Y | +45.5% | +137.3% | -91.8% | +22.9% |
| All | +106.6% | +139.9% | -33.3% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling