+123.1%
STLD vs BAM
+84.5%
+38.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.0% | -4.5% | -6.3% |
| 7D | -12.5% | +7.9% | -20.4% | -15.3% |
| 30D | -6.8% | +16.0% | -22.9% | -12.7% |
| 3M | -16.4% | +0.6% | -17.0% | -17.1% |
| 6M | -6.1% | +10.5% | -16.6% | -11.1% |
| YTD | +32.0% | +3.2% | +28.8% | +27.9% |
| 1Y | +45.5% | +1.0% | +44.5% | +42.2% |
| 3Y | +106.5% | +84.2% | +22.3% | +52.4% |
| All | +123.1% | +84.5% | +38.6% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling