+99.0%
STLD vs AHR
+406.6%
-307.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | -0.5% | +5.1% | -5.5% | -0.7% |
| 30D | -0.1% | +12.8% | -12.8% | -0.6% |
| 3M | -9.2% | +13.0% | -22.1% | -9.7% |
| 6M | +1.8% | +18.7% | -17.0% | +0.8% |
| YTD | +42.1% | +27.8% | +14.4% | +40.1% |
| 1Y | +58.5% | +22.9% | +35.6% | +56.6% |
| All | +99.0% | +406.6% | -307.6% | +90.1% |
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