+87.2%
STLD vs BAM
-8.8%
+96.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | +3.1% | -2.0% | +5.1% | +3.8% |
| 30D | -9.0% | -2.9% | -6.1% | -8.3% |
| 3M | -12.4% | +9.4% | -21.7% | -15.5% |
| 6M | +25.5% | +10.8% | +14.8% | +19.4% |
| YTD | +43.6% | -0.4% | +44.1% | +40.9% |
| 1Y | +87.2% | -10.9% | +98.1% | +94.4% |
| All | +87.2% | -8.8% | +96.0% | +94.4% |
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