+641.9%
STLD vs ALC
+34.7%
+607.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.0% | -6.6% | -7.2% |
| 7D | -12.5% | +7.6% | -20.1% | -15.4% |
| 30D | -6.8% | +21.1% | -28.0% | -14.7% |
| 3M | -16.4% | +8.5% | -24.8% | -19.8% |
| 6M | -6.1% | +2.8% | -8.9% | -8.8% |
| YTD | +32.0% | -2.4% | +34.4% | +30.8% |
| 1Y | +45.5% | +3.5% | +42.0% | +39.9% |
| 3Y | +106.5% | +4.2% | +102.3% | +90.8% |
| 5Y | +267.2% | -9.0% | +276.2% | +257.5% |
| All | +641.9% | +34.7% | +607.3% | +412.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling