+101.1%
STLD vs AHR
+365.8%
-264.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.5% |
| 7D | +3.1% | -1.5% | +4.6% | +3.2% |
| 30D | -9.0% | -1.4% | -7.6% | -8.9% |
| 3M | -12.4% | +18.6% | -30.9% | -13.4% |
| 6M | +25.5% | +6.6% | +18.9% | +25.0% |
| YTD | +43.6% | +17.5% | +26.2% | +42.1% |
| 1Y | +87.2% | +30.9% | +56.3% | +83.1% |
| All | +101.1% | +365.8% | -264.7% | +92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling