+139.1%
STLD vs ALC
-13.3%
+152.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.0% |
| 7D | +3.1% | -2.1% | +5.2% | +3.7% |
| 30D | -9.0% | -0.1% | -8.9% | -9.0% |
| 3M | -12.4% | +5.9% | -18.3% | -13.9% |
| 6M | +25.5% | -15.9% | +41.4% | +31.6% |
| YTD | +43.6% | -10.1% | +53.7% | +46.9% |
| 1Y | +87.2% | -10.2% | +97.4% | +91.2% |
| All | +139.1% | -13.3% | +152.4% | +143.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling