+139.1%
STLD vs BAM
+61.4%
+77.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.9% |
| 7D | +3.1% | -2.0% | +5.1% | +4.0% |
| 30D | -9.0% | -2.9% | -6.1% | -8.1% |
| 3M | -12.4% | +9.4% | -21.7% | -16.2% |
| 6M | +25.5% | +10.8% | +14.8% | +18.8% |
| YTD | +43.6% | -0.4% | +44.1% | +41.7% |
| 1Y | +87.2% | -10.9% | +98.1% | +94.1% |
| All | +139.1% | +61.4% | +77.7% | +88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling