+56.6%
STLD vs ALC
+0.5%
+56.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.4% | +5.2% | +3.8% |
| 7D | -4.7% | +2.3% | -7.0% | -4.8% |
| 30D | -0.9% | +15.5% | -16.5% | -2.2% |
| 3M | -11.9% | +0.6% | -12.5% | -11.6% |
| 6M | +0.9% | +18.4% | -17.5% | -1.0% |
| YTD | +40.4% | -5.6% | +46.0% | +41.4% |
| 1Y | +56.6% | 0.0% | +56.5% | +54.4% |
| All | +56.6% | +0.5% | +56.0% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling