+7.4%
ADM vs STLD
+104.7%
-97.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.6% | +7.1% | +0.8% |
| 7D | -7.5% | -12.5% | +5.0% | -5.4% |
| 30D | -14.3% | -6.8% | -7.4% | -13.3% |
| 3M | -8.6% | -16.4% | +7.8% | -5.9% |
| 6M | -9.9% | -6.1% | -3.7% | -9.3% |
| YTD | +25.1% | +32.0% | -6.9% | +18.3% |
| 1Y | +28.8% | +45.5% | -16.7% | +19.8% |
| All | +7.4% | +104.7% | -97.4% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling