+85.8%
STLD vs ADVB
-97.4%
+183.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.4% | +2.1% |
| 7D | -9.7% | -1.2% | -8.5% | -9.7% |
| 30D | -4.5% | -61.4% | +56.9% | -4.0% |
| 3M | -13.1% | -67.8% | +54.7% | -12.5% |
| 6M | -2.8% | -66.9% | +64.1% | -2.3% |
| YTD | +35.3% | -64.9% | +100.2% | +35.0% |
| 1Y | +51.4% | -74.8% | +126.1% | +52.5% |
| All | +85.8% | -97.4% | +183.2% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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