+578.1%
STLD vs ABCL
-81.3%
+659.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | +3.1% | +0.7% | +2.4% | +3.1% |
| 30D | -9.0% | +93.1% | -102.1% | -16.3% |
| 3M | -12.4% | +79.4% | -91.8% | -19.4% |
| 6M | +25.5% | +214.9% | -189.4% | +7.2% |
| YTD | +43.6% | +234.2% | -190.6% | +20.8% |
| 1Y | +87.2% | +174.8% | -87.6% | +60.0% |
| 3Y | +135.2% | +104.5% | +30.8% | +97.2% |
| 5Y | +290.9% | -39.0% | +329.9% | +242.7% |
| All | +578.1% | -81.3% | +659.4% | +526.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling