+852.5%
STLD vs ACGL
+337.7%
+514.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.4% | +2.0% |
| 7D | -11.1% | +0.9% | -12.0% | -11.7% |
| 30D | -4.8% | +13.7% | -18.5% | -11.5% |
| 3M | -14.6% | +8.0% | -22.6% | -18.5% |
| 6M | -7.4% | +13.3% | -20.7% | -14.6% |
| YTD | +32.6% | +11.8% | +20.7% | +22.5% |
| 1Y | +47.3% | +22.2% | +25.1% | +29.3% |
| 3Y | +107.5% | +32.5% | +75.1% | +66.5% |
| 5Y | +268.8% | +160.2% | +108.6% | +87.3% |
| All | +852.5% | +337.7% | +514.9% | +243.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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