+100.0%
STLD vs AHR
+357.7%
-257.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | -2.8% | -4.3% | +1.5% | -2.6% |
| 30D | -10.4% | -3.1% | -7.3% | -10.2% |
| 3M | -10.6% | +15.7% | -26.3% | -11.5% |
| 6M | +32.7% | +4.1% | +28.6% | +32.3% |
| YTD | +42.8% | +15.4% | +27.4% | +41.4% |
| 1Y | +86.9% | +28.0% | +59.0% | +83.1% |
| All | +100.0% | +357.7% | -257.7% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling