+55.0%
STLD vs ARWR
+15.8%
+39.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.2% |
| 7D | +6.9% | -17.9% | +24.8% | +9.4% |
| 30D | -1.5% | -18.9% | +17.4% | +1.1% |
| 3M | -9.7% | -46.0% | +36.3% | -2.1% |
| 6M | +2.3% | -40.3% | +42.7% | +8.5% |
| YTD | +41.0% | -29.0% | +70.0% | +43.1% |
| All | +55.0% | +15.8% | +39.2% | +49.9% |
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