+258.8%
STLD vs ACGL
+159.2%
+99.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.4% | +1.5% |
| 7D | -11.1% | +0.9% | -12.0% | -11.5% |
| 30D | -4.8% | +13.7% | -18.5% | -9.4% |
| 3M | -14.6% | +8.0% | -22.6% | -17.2% |
| 6M | -7.4% | +13.3% | -20.7% | -12.4% |
| YTD | +32.6% | +11.8% | +20.7% | +25.7% |
| 1Y | +47.3% | +22.2% | +25.1% | +34.4% |
| 3Y | +107.5% | +32.5% | +75.1% | +76.1% |
| All | +258.8% | +159.2% | +99.6% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling