+60.1%
STLD vs BAM
+4.2%
+55.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.2% | -9.2% | -4.3% |
| 7D | -3.9% | +14.2% | -18.2% | -6.8% |
| 30D | -0.4% | +21.0% | -21.4% | -4.8% |
| 3M | -9.2% | +5.2% | -14.4% | -10.0% |
| 6M | +5.0% | +16.0% | -11.0% | +0.7% |
| YTD | +42.8% | +6.5% | +36.3% | +37.3% |
| 1Y | +60.1% | +4.4% | +55.7% | +54.9% |
| All | +60.1% | +4.2% | +55.8% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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