+107.5%
STLD vs ACGL
+31.5%
+76.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.4% | +0.9% |
| 7D | -11.1% | +0.9% | -12.0% | -11.3% |
| 30D | -4.8% | +13.7% | -18.5% | -7.1% |
| 3M | -14.6% | +8.0% | -22.6% | -15.8% |
| 6M | -7.4% | +13.3% | -20.7% | -9.8% |
| YTD | +32.6% | +11.8% | +20.7% | +29.3% |
| 1Y | +47.3% | +22.2% | +25.1% | +40.6% |
| 3Y | +107.5% | +32.5% | +75.1% | +105.8% |
| All | +107.5% | +31.5% | +76.0% | +105.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling