+50.9%
STLD vs ARWR
+20.5%
+30.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -15.3% | +17.4% | +4.1% |
| 7D | -9.7% | -17.3% | +7.7% | -7.5% |
| 30D | -4.5% | -21.5% | +17.0% | -1.6% |
| 3M | -13.1% | -43.8% | +30.7% | -6.3% |
| 6M | -2.8% | -32.3% | +29.5% | +1.0% |
| YTD | +35.3% | -25.8% | +61.2% | +36.6% |
| All | +50.9% | +20.5% | +30.4% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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