+120.6%
ADM vs STLD
+790.2%
-669.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +0.7% | +6.9% | -6.1% | -1.2% |
| 30D | -14.7% | -1.5% | -13.2% | -14.5% |
| 3M | -10.4% | -9.7% | -0.7% | -8.3% |
| 6M | -10.9% | +2.3% | -13.3% | -12.4% |
| YTD | +26.0% | +41.0% | -15.0% | +12.3% |
| 1Y | +26.5% | +51.8% | -25.3% | +10.2% |
| 3Y | +8.2% | +126.4% | -118.2% | -19.3% |
| 5Y | +24.0% | +285.7% | -261.7% | -25.6% |
| All | +120.6% | +790.2% | -669.6% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling