+292.6%
STLD vs ALC
-16.0%
+308.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.9% |
| 7D | +3.1% | -2.1% | +5.2% | +3.9% |
| 30D | -9.0% | -0.1% | -8.9% | -9.0% |
| 3M | -12.4% | +5.9% | -18.3% | -14.3% |
| 6M | +25.5% | -15.9% | +41.4% | +32.5% |
| YTD | +43.6% | -10.1% | +53.7% | +47.4% |
| 1Y | +87.2% | -10.2% | +97.4% | +91.8% |
| 3Y | +135.2% | -13.6% | +148.8% | +139.9% |
| All | +292.6% | -16.0% | +308.6% | +273.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling