+81.1%
STLD vs ADVB
-97.6%
+178.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -9.5% | +1.9% | -7.5% |
| 7D | -12.5% | -28.0% | +15.6% | -12.2% |
| 30D | -6.8% | -70.2% | +63.4% | -6.1% |
| 3M | -16.4% | -76.1% | +59.7% | -15.7% |
| 6M | -6.1% | -72.3% | +66.2% | -5.5% |
| YTD | +32.0% | -67.5% | +99.4% | +31.7% |
| 1Y | +45.5% | -78.6% | +124.1% | +47.1% |
| All | +81.1% | -97.6% | +178.8% | +104.0% |
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 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