+5.7%
ADM vs STLD
+124.8%
-119.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.8% | -4.5% | -1.4% |
| 7D | -1.8% | -4.7% | +2.8% | -1.1% |
| 30D | -13.3% | -0.9% | -12.3% | -13.2% |
| 3M | -13.4% | -11.9% | -1.5% | -11.6% |
| 6M | -9.6% | +0.9% | -10.5% | -10.2% |
| YTD | +23.0% | +40.4% | -17.4% | +15.0% |
| 1Y | +27.4% | +56.6% | -29.2% | +16.9% |
| 3Y | +5.7% | +125.5% | -119.8% | -8.1% |
| All | +5.7% | +124.8% | -119.1% | -8.1% |
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