+267.2%
STLD vs ABCL
-30.0%
+297.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -9.4% | +1.8% | -6.4% |
| 7D | -12.5% | -14.9% | +2.4% | -10.8% |
| 30D | -6.8% | -15.4% | +8.5% | -5.1% |
| 3M | -16.4% | +88.0% | -104.4% | -24.7% |
| 6M | -6.1% | +138.8% | -145.0% | -20.1% |
| YTD | +32.0% | +225.4% | -193.5% | +5.8% |
| 1Y | +45.5% | +137.3% | -91.8% | +22.1% |
| 3Y | +106.5% | +136.8% | -30.3% | +61.9% |
| 5Y | +267.2% | -26.2% | +293.4% | +209.1% |
| All | +267.2% | -30.0% | +297.2% | +209.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling