+277.1%
STLD vs ABCL
-26.2%
+303.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.1% |
| 7D | +2.9% | -3.3% | +6.2% | +3.3% |
| 30D | -5.6% | -7.1% | +1.6% | -4.9% |
| 3M | -11.7% | +4.7% | -16.5% | -13.2% |
| 6M | -2.8% | +140.9% | -143.7% | -17.2% |
| YTD | +36.4% | +236.0% | -199.5% | +8.9% |
| 1Y | +50.0% | +217.4% | -167.4% | +20.6% |
| 3Y | +122.3% | +188.7% | -66.4% | +69.1% |
| All | +277.1% | -26.2% | +303.3% | +211.0% |
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