+81.9%
STLD vs ADVB
-97.5%
+179.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.8% | +0.4% |
| 7D | -11.1% | -13.9% | +2.8% | -11.0% |
| 30D | -4.8% | -68.1% | +63.3% | -4.1% |
| 3M | -14.6% | -73.4% | +58.8% | -13.9% |
| 6M | -7.4% | -70.8% | +63.4% | -6.8% |
| YTD | +32.6% | -66.1% | +98.7% | +32.3% |
| 1Y | +47.3% | -77.5% | +124.8% | +48.9% |
| All | +81.9% | -97.5% | +179.5% | +104.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling