+97.0%
STLD vs AHR
+360.2%
-263.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | -3.6% | -3.0% | -0.6% | -3.5% |
| 30D | -10.1% | +2.6% | -12.7% | -10.2% |
| 3M | -11.4% | +16.0% | -27.5% | -12.4% |
| 6M | +30.8% | +3.1% | +27.7% | +30.6% |
| YTD | +40.7% | +16.0% | +24.6% | +39.2% |
| 1Y | +80.8% | +28.0% | +52.8% | +77.1% |
| All | +97.0% | +360.2% | -263.2% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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