+7,484.2%
STLD vs ACGL
+5,880.1%
+1,604.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.1% | -7.5% | -7.5% |
| 7D | -12.5% | +6.4% | -18.9% | -14.8% |
| 30D | -6.8% | +16.6% | -23.4% | -13.0% |
| 3M | -16.4% | +11.6% | -28.0% | -20.6% |
| 6M | -6.1% | +17.5% | -23.6% | -13.3% |
| YTD | +32.0% | +15.3% | +16.7% | +22.5% |
| 1Y | +45.5% | +26.3% | +19.2% | +29.7% |
| 3Y | +106.5% | +35.9% | +70.6% | +73.7% |
| 5Y | +267.2% | +168.2% | +99.0% | +126.1% |
| 10Y | +878.9% | +352.0% | +526.9% | +381.3% |
| All | +7,484.2% | +5,880.1% | +1,604.1% | +1,894.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling